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. CitationTechnical Report V-973. Prague, ICS AS CR 2006.ArticleDownload View PDF
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. CitationReport No. V899-03, Institute of Computer Scienc, Czech Academy of Sciences, Prague, December 2003 (revised May 2004).ArticleDownload View … Read more
A new family of numerically efficient variable metric or quasi-Newton methods for unconstrained minimization are given, which give simple possibility of adaptation for large-scale optimization. Global convergence of the methods can be established for convex sufficiently smooth functions. Some encouraging numerical experience is reported. CitationReport V876, Institute of Computer Science, AV CR, Pod Vodarenskou Vezi … Read more