Jan Vlček Limited-memory variable metric methods based on the well-known BFGS update are widely used for large scale optimization. The block version of the BFGS update, derived by Schnabel (1983), Hu and Storey (1991) and Vl·cek and Luk·san (2019), satis¯es the quasi-Newton equations with all used di®erence vectors and for quadratic objective functions gives the best improvement … Read more
This contribution contains a description and analysis of effective methods for minimization of the nonlinear least squares function $F(x) = (1/2) f^T(x) f(x)$, where $x \in R^n$ and $f \in R^m$, together with extensive computational tests and comparisons of the introduced methods. All hybrid methods are described in detail and their global convergence is proved … Read more
This contribution contains the description and investigation of four numerical methods for solving generalized minimax problems, which consists in the minimization of functions which are compositions of special smooth convex functions with maxima of smooth functions (the most important problem of this type is the sum of maxima of smooth functions). Section~1 is introductory. In … Read more
To improve the performance of the limited-memory variable metric L-BFGS method for large scale unconstrained optimization, repeating of some BFGS updates was proposed in [1, 2]. But the suitable extra updates need to be selected carefully, since the repeating process can be time consuming. We show that for the limited-memory variable metric BNS method, matrix … Read more
In this report, we propose the new Broyden method for solving systems of nonlinear equations, which uses the first derivatives, but it is more efficient than the Newton method (measured by the computational time) for larger dense systems. The new method updates QR decompositions of nonsymmetric approximations of the Jacobian matrix, so it requires $O(n^2)$ … Read more
A block version of the BFGS variable metric update formula and its modifications are investigated. In spite of the fact that this formula satisfies the quasi-Newton conditions with all used difference vectors and that the improvement of convergence is the best one in some sense for quadratic objective functions, for general functions it does not … Read more
This report contains a description of the interactive system for universal functional optimization UFO, version 2014. This version contains interfaces to the MATLAB and SCILAB graphics environments. CitationResearch Report V1218-14, Institute of Computer Science, Czech Academy of Sciences, Prague 2014. ArticleDownload View PDF
A modification of the limited-memory variable metric BNS method for large scale unconstrained optimization is proposed, which consist in corrections (derived from the idea of conjugate directions) of the used difference vectors for better satisfaction of previous quasi-Newton conditions. In comparison with [16], where a similar approach is used, correction vectors from more previous iterations … Read more
In this report, we study an efficient tridiagonal preconditioner, based on numerical differentiation, applied to the matrix-free truncated Newton method for unconstrained optimization. It is proved that this preconditioner is positive definite for many practical problems. The efficiency of the resulting matrix-free truncated Newton method is demonstrated by results of extensive numerical experiments. CitationTechnical Report … Read more
Several modifications of the limited-memory variable metric BNS method for large scale unconstrained optimization are proposed, which consist in corrections (derived from the idea of conjugate directions) of the used di®erence vectors to improve satisfaction of previous quasi-Newton conditions, utilizing information from previous or subsequent iterations. In case of quadratic objective functions, conjugacy of all … Read more