A curvilinear method based on minimal-memory BFGS updates

DOI10.1016/J.AMC.2010.06.032MaRDI QIDQ711340zbMATH OpenOpenAlexFDO

Authors M. S. Apostolopoulou, D. G. Sotiropoulos, C. A. Botsaris

Publication date 25 October 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.06.032

zbMATH Keywords

curvilinear searcheigenvaluesL-BFGS methodlarge scale unconstrained optimizationnegative curvature direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

Review text

For solving large scale smooth unconstrained optimization problems the authors propose an algorithm based on a modification of the minimal-memory BFGS method, that incorporates a curvilinear and linesearch method. To avoid the computationally expensive factorization and the storage of a matrix they utilize the L-BFGS method for computation of an approximate Hessian matrix, using information from the most previous iterations. This specific memoryless BFGS update is providing to determine analytically the eigenvalues of the approximate Hessian matrix B explicitly. Thus, the computation of the pair of search directions is obtained by performing a sequence of izmer products and vector summations. Finally, some results of numerical experiments for large scale problems are presented.

Recommendations

• scientific article; zbMATH DE number 2110706
• scientific article; zbMATH DE number 1594505
• Minimum curvature multistep quasi-Newton methods
• Diagonal BFGS updates and applications to the limited memory BFGS method
• A Curvilinear Search Using Tridiagonal Secant Updates for Unconstrained Optimization
• A numerical study of limited memory BFGS methods
• An algorithm for solving nonlinear least-squares problems with a new curvilinear search
• scientific article; zbMATH DE number 1501877
• Publication:4936541
• Method of minimization with the aid of curvilinear descent

Cites work

• A modification of Armijo's step-size rule for negative curvature
• An affine scaling optimal path method with interior backtracking curvilinear technique for linear constrained optimization
• Benchmarking optimization software with performance profiles.
• Curvilinear path steplength algorithms for minimization which use directions of negative curvature
• Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization
• CUTEr and SifDec
• Dogleg paths and trust region methods with back tracking technique for unconstrained optimization
• Exploiting negative curvature directions in linesearch methods for unconstrained optimization
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Iterative computation of negative curvature directions in large scale optimization
• Minimization of functions having Lipschitz continuous first partial derivatives
• Nonconvex optimization using negative curvature within a modified linesearch
• Nonmonotone curvilinear line search methods for unconstrained optimization
• Numerical experiences with new truncated Newton methods in large scale unconstrained optimization
• Numerical Optimization
• On the use of directions of negative curvature in a modified newton method
• Two-Point Step Size Gradient Methods
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(3)

• Using negative curvature in solving nonlinear programs
• Solving the quadratic trust-region subproblem in a low-memory BFGS framework
• On the final steps of Newton and higher order methods

Describes a project that uses

Uses Software

• L-BFGS
• LIBOPT
• SIFDecode

This page was built for publication: A curvilinear method based on minimal-memory BFGS updates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q711340)