variable metric methods

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

  • Ladislav Lukšan
  • Jan Vlček
    • Categories Nonlinear Optimization Tags , ,

    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. Article Download View New class of limited-memory variationally-derived variable metric methods

    Additional properties of shifted valiable metric methods.

  • Ladislav Lukšan
  • Jan Vlček
    • Categories Unconstrained Optimization Tags , , , ,

    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). … Read more

    New Variable Metric Methods for Unconstrained Minimization Covering the Large-Scale Case

  • Ladislav Lukšan
  • Jan Vlček
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , ,

    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. Citation Report V876, Institute of Computer Science, AV CR, Pod Vodarenskou … Read more