A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions

DOI10.1016/J.CAM.2018.10.054zbMath1440.65064OpenAlexW2900907955WikidataQ128958938 ScholiaQ128958938MaRDI QIDQ1715789

Jan Vlček, Ladislav Lukšan

Publication date: 29 January 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.054

zbMATH Keywords

algorithmsunconstrained optimizationglobal convergencenumerical experimentsLyapunov matrix equationlarge-scale problemsconjugate directionsBNS methodlimited-memory variable metric methodrepeated BNS updatevector corrections

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (2)

Two limited-memory optimization methods with minimum violation of the previous secant conditions ⋮ A Perry-type derivative-free algorithm for solving nonlinear system of equations and minimizing ℓ₁regularized problem

Uses Software

• L-BFGS
• CUTEr
• UFO
• CUTE
• LSA

Cites Work

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• A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea
• Algorithm 896
• Updating Quasi-Newton Matrices with Limited Storage
• Numerical Optimization
• CUTE
• A modified BFGS method and its global convergence in nonconvex minimization
• Benchmarking optimization software with performance profiles.

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