Additional properties of shifted valiable metric methods.

Some supplements to shifted variable metric or quasi-Newton methods for unconstrained minimization are given, including new limited-memory methods. Global convergence of these methods can be established for convex sufficiently smooth functions. Some encouraging numerical experience is reported.

Citation

Report No. V899-03, Institute of Computer Scienc, Czech Academy of Sciences, Prague, December 2003 (revised May 2004).

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