Matrix algebras in quasi-Newton methods for unconstrained minimization

DOI10.1007/S00211-002-0410-4MaRDI QIDQ1402170zbMATH OpenOpenAlexFDO

Authors Carmine Di Fiore, Stefano Fanelli, Filomena Lepore, Paolo Zellini

Publication date 19 August 2003

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00211-002-0410-4

zbMATH Keywords

computational complexityconvergencefast Fourier transformFrobenius normquasi-Newton methodsunconstrained minimizationFrobenius norm least-squares fit

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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(22)

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• Gradient-type methods: a unified perspective in computer science and numerical analysis
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• A new class of supermemory gradient methods
• Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms
• Approximate greatest descent method and quasi-Newton matrices in optimization
• Low complexity matrix projections preserving actions on vectors
• On a set of matrix algebras related to discrete Hartley-type transforms
• Hartley-type algebras in displacement and optimization strategies.
• An incomplete Hessian Newton minimization method and its application in a chemical database problem
• Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems
• A novel three-phase trajectory informed search methodology for global optimization
• scientific article; zbMATH DE number 7366720 (Why is no real title available?)
• Approximation BFGS methods for nonlinear image restoration
• Low complexity secant quasi-Newton minimization algorithms for nonconvex functions
• A variation of Broyden class methods using Householder adaptive transforms
• Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions
• Low‐complexity minimization algorithms
• The linear algebra of block quasi-Newton algorithms

Describes a project that uses

Uses Software

• L-BFGS
• L-BFGS-B

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