Cautious BFGS method for matrix largest eigenvalue problem

DOI10.15991/J.CNKI.411100.2016.02.016MaRDI QIDQ3180531zbMATH OpenFDO

Authors Zhanwen Shi, Xianzhi Tang, Guanyu Yang, Yunhai Xiao

Publication date 6 January 2017

Full work available at URL https://doi.org/10.15991/J.CNKI.411100.2016.02.016

zbMATH Keywords

algorithmBFGS methodextreme eigenvalueglobal convergencelarge scale symmetric and positive definite matricesnumerical experimentsunconstrained optimization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Cited in

(3)

• A fast continuous method for the extreme eigenvalue problem
• Barzilai-Borwein-like methods for the extreme eigenvalue problem
• A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem

Describes a project that uses

Uses Software

• Matlab

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