Title of article
Shifted limited-memory variable metric methods for large-scale unconstrained optimization
Author/Authors
Vl?ek، نويسنده , , Jan and Luk?an، نويسنده , , Ladislav، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
26
From page
365
To page
390
Abstract
A new family of numerically efficient full-memory variable metric or quasi-Newton methods for unconstrained minimization is given, which give simple possibility to derive related limited-memory methods. Global convergence of the methods can be established for convex sufficiently smooth functions. Numerical experience by comparison with standard methods is encouraging.
Keywords
Numerical results , Unconstrained minimization , Variable metric methods , Limited-memory methods , global convergence
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2006
Journal title
Journal of Computational and Applied Mathematics
Record number
1553154
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