New class of limited-memory variationally-derived variable metric methods

  • Ladislav Lukšan
  • Jan Vlček
    • Categories Nonlinear Optimization Tags , , Short URL: https://optimization-online.org/?p=10053

    A new family of limited-memory variationally-derived variable metric or quasi-Newton methods for unconstrained minimization is given. The methods have quadratic termination property and use updates, invariant under linear transformations. Some encouraging numerical experience is reported.

    Citation

    Technical Report V-973. Prague, ICS AS CR 2006.

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