Representations of quasi-Newton matrices and their use in limited memory methods

From MaRDI portal
Publication:1322551

DOI10.1007/BF01582063zbMath0809.90116OpenAlexW2058839679WikidataQ29541094 ScholiaQ29541094MaRDI QIDQ1322551

Robert B. Schnabel, Byrd, Richard H., Nocedal, Jorge

Publication date: 5 May 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582063



Related Items

On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations, Beyond the EM algorithm: constrained optimization methods for latent class model, New limited memory bundle method for large-scale nonsmooth optimization, A Globally Convergent Trust-Region Method for Large-Scale Symmetric Nonlinear Systems, Quasi-Newton methods for machine learning: forget the past, just sample, Quasi-Newton updates with weighted secant equations, A TRUST REGION SUBSPACE METHOD FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION, SIMPLIFIED DYNAMICS AND OPTIMIZATION OF LARGE SCALE TRAFFIC NETWORKS, On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices, Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems, Shifted L-BFGS systems, Stochastic Trust-Region Methods with Trust-Region Radius Depending on Probabilistic Models, A nonmonotone ODE-based method for unconstrained optimization, A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea, Probabilistic Event Calculus for Event Recognition, COAP 2021 best paper prize, Incorporating multiple a priori information for inverse problem by inexact scaled gradient projection, A derivative-free scaling memoryless DFP method for solving large scale nonlinear monotone equations, An inexact quasi-Newton algorithm for large-scale \(\ell_1\) optimization with box constraints, Regularization of limited memory quasi-Newton methods for large-scale nonconvex minimization, A new multipoint symmetric secant method with a dense initial matrix, FAST NON-NEGATIVE LEAST-SQUARES LEARNING IN THE RANDOM NEURAL NETWORK, On obtaining initial approximation for the full wave inversion problem using convolutional neural network, Optimal Convergence Rates for the Proximal Bundle Method, A limited-memory BFGS-based differential evolution algorithm for optimal control of nonlinear systems with mixed control variables and probability constraints, Minimizing oracle-structured composite functions, Trust-region algorithms for training responses: machine learning methods using indefinite Hessian approximations, On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces, Direct Optimal Control and Model Predictive Control, Randomized Algorithms for Lexicographic Inference, Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization, A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information, Low rank updates in preconditioning the saddle point systems arising from data assimilation problems, A Regularized Factorization-Free Method for Equality-Constrained Optimization, A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization, Unnamed Item, A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization, A new nonmonotone line search technique for unconstrained optimization, Least change properties of ABS methods and their application in secant-type updates, The Sequential Quadratic Programming Method, Computational experience with globally convergent descent methods for large sparse systems of nonlinear equations, GRADIENT FLOWS FOR OPTIMIZATION IN QUANTUM INFORMATION AND QUANTUM DYNAMICS: FOUNDATIONS AND APPLICATIONS, Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms, Essentials of numerical nonsmooth optimization, Optimisation-based approach for a better centrifugal spreading, L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family, Multiple Schubert’s updating matrix and its compact representation, An Analysis of a Hybrid Optimization Method for Variational Data Assimilation, Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints, Adaptive, Limited-Memory BFGS Algorithms for Unconstrained Optimization, Computationally Efficient Decompositions of Oblique Projection Matrices, AN IMPROVED ADAPTIVE TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION, Essentials of numerical nonsmooth optimization, Unnamed Item, Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation, Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization, Optimization on Spheres: Models and Proximal Algorithms with Computational Performance Comparisons, Algorithm 943, A limited memory quasi-Newton trust-region method for box constrained optimization, Comparing different nonsmooth minimization methods and software, A regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementations, An unconstrained optimization technique for large-scale linearly constrained convex minimization problems, QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming, Global-local non intrusive analysis with Robin parameters: application to plastic hardening behavior and crack propagation in 2D and 3D structures, A multi-iterate method to solve systems of nonlinear equations, An inexact successive quadratic approximation method for L-1 regularized optimization, The linear algebra of block quasi-Newton algorithms, An active set quasi-Newton method with projection step for monotone nonlinear equations, LMBOPT: a limited memory method for bound-constrained optimization, Limited-memory BFGS with displacement aggregation, Smoothed penalty algorithms for optimization of nonlinear models, Practical inexact proximal quasi-Newton method with global complexity analysis, On efficiently combining limited-memory and trust-region techniques, Globally convergent limited memory bundle method for large-scale nonsmooth optimization, A compact limited memory method for large scale unconstrained optimization, A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization, An active set trust-region method for bound-constrained optimization, Unifying relations between iterative linear equation solvers and explicit Euler approximations for associated parabolic regularized equations, A quasi-Newton-based floorplanner for fixed-outline floorplanning, Determination of protein structure and dynamics combining immune algorithms and pattern search methods, A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy, A framework for parallel second order incremental optimization algorithms for solving partially separable problems, Adaptive sequencing of primal, dual, and design steps in simulation based optimization, A new restarting adaptive trust-region method for unconstrained optimization, Numerical infinitesimals in a variable metric method for convex nonsmooth optimization, A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems, Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization, An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems, Tensor decomposition and non-linear manifold modeling for 3D head pose estimation, Limited memory interior point bundle method for large inequality constrained nonsmooth minimization, New diagonal bundle method for clustering problems in large data sets, Limited-memory BFGS systems with diagonal updates, Limited memory methods with improved symmetric rank-one updates and its applications on nonlinear image restoration, On the use of piecewise linear models in nonlinear programming, An active-set projected trust region algorithm for box constrained optimization problems, A limited-memory trust-region method for nonlinear optimization with many equality constraints, A Variable Metric Method for Approximating Generalized Inverses of Matrices, A Variable Metric Method for Approximating Generalized Inverses of Matrices, An active set limited memory BFGS algorithm for bound constrained optimization, A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints, Limited memory BFGS method with backtracking for symmetric nonlinear equations, A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions, Scaled projected-directions methods with application to transmission tomography, A limited memory BFGS method for solving large-scale symmetric nonlinear equations, An active set limited memory BFGS algorithm for large-scale bound constrained optimization, Improved constraint-aggregation methods, Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization, Diagonal bundle method for nonsmooth sparse optimization, On solving large-scale limited-memory quasi-Newton equations, Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates, On solving L-SR1 trust-region subproblems, Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization, A Riemannian subspace limited-memory SR1 trust region method, A modified ODE-based algorithm for unconstrained optimization problems, A new supermemory gradient method for unconstrained optimization problems, A hybrid ODE-based method for unconstrained optimization problems, A reduced-space line-search method for unconstrained optimization via random descent directions, Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization, A dual gradient-projection method for large-scale strictly convex quadratic problems, An efficient method for nonlinearly constrained networks, A Newton-like trust region method for large-scale unconstrained nonconvex minimization, An active set quasi-Newton method with projected search for bound constrained minimization, A limited memory steepest descent method, Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints, The variational Kalman filter and an efficient implementation using limited memory BFGS, Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization, Globalized inexact proximal Newton-type methods for nonconvex composite functions, Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints, Testing different nonsmooth formulations of the Lennard-Jones potential in atomic clustering problems, Limited memory technique using trust regions for nonlinear equations, A new regularized quasi-Newton method for unconstrained optimization, Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function, Composing Scalable Nonlinear Algebraic Solvers, Compact representations of structured BFGS matrices, Nonlinear Kaczmarz algorithms and their convergence, A second-order method for convex1-regularized optimization with active-set prediction, Diagonal discrete gradient bundle method for derivative free nonsmooth optimization, Unconstrained direct optimization of spacecraft trajectories using many embedded Lambert problems, Quantitative Photoacoustic Tomography, Two limited-memory optimization methods with minimum violation of the previous secant conditions, A tensor trust-region model for nonlinear system, Generalized uniformly optimal methods for nonlinear programming, A hybrid semismooth quasi-Newton method for nonsmooth optimal control with PDEs, A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems, Subgradient and Bundle Methods for Nonsmooth Optimization, A dense initialization for limited-memory quasi-Newton methods, A subspace SQP method for equality constrained optimization, An SQP method for general nonlinear programs using only equality constrained subproblems, Impulse noise removal by an adaptive trust-region method, Limited memory quasi-Newton method for large-scale linearly equality-constrained minimization, A new technique for inconsistent QP problems in the SQP method, Shifted limited-memory variable metric methods for large-scale unconstrained optimization, A \(\mathcal{VU}\)-algorithm for convex minimization, Variable metric methods for unconstrained optimization and nonlinear least squares, Optimal control for traffic flow networks, An efficient implementation of a trust region method for box constrained optimization, An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations, Stabilized BFGS approximate Kalman filter


Uses Software


Cites Work