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

eigenvaluescurvilinear searchlarge scale unconstrained optimizationL-BFGS methodnegative curvature direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Cites work

• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
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• Benchmarking optimization software with performance profiles.
• CUTEr and SifDec
• Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization
• Curvilinear path steplength algorithms for minimization which use directions of negative curvature
• Dogleg paths and trust region methods with back tracking technique for unconstrained optimization
• Exploiting negative curvature directions in linesearch methods for unconstrained optimization
• 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 Optimization
• Numerical experiences with new truncated Newton methods in large scale unconstrained 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)

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

Describes a project that uses

Uses Software

• L-BFGS
• LIBOPT
• SIFDecode

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