Low‐complexity minimization algorithms

DOI10.1002/NLA.449MaRDI QIDQ3599999zbMATH OpenOpenAlexFDO

Authors Carmine Di Fiore, Stefano Fanelli, Paolo Zellini

Publication date 9 February 2009

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2108/13874

zbMATH Keywords

Broyden-Fletcher-Goldfarb-Shanno (BFGS) constructioncomplexitymatrix algebranumerical examplesperformancequasi-Newton methodunconstrained minimizationupdating algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• Numerical Optimization

Cited in

(6)

• A variation of Broyden class methods using Householder adaptive transforms
• Adaptive matrix algebras in unconstrained minimization
• Low complexity matrix projections preserving actions on vectors
• Low complexity secant quasi-Newton minimization algorithms for nonconvex functions
• Gradient-type methods: a unified perspective in computer science and numerical analysis
• A new algorithm for box-constrained global optimization

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