Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function

DOI10.1007/s10589-021-00277-4zbMath1473.90106arXiv1809.10590OpenAlexW3159487932MaRDI QIDQ2044499

David Ek, Anders Forsgren

Publication date: 9 August 2021

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.10590

zbMATH Keywords

quasi-Newton methodmethod of conjugate gradientsunconstrained quadratic programexact linesearch methodlimited-memory method

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of quasi-Newton type (90C53)

Uses Software

• L-BFGS
• CUTEst
• JuliaSmoothOptimizers

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On solving large-scale limited-memory quasi-Newton equations
• On exact linesearch quasi-Newton methods for minimizing a quadratic function
• Conjugate gradient algorithms in nonconvex optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Unified approach to quadratically convergent algorithms for function minimization
• Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization
• On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices
• Updating Quasi-Newton Matrices with Limited Storage
• Variable Metric Method for Minimization
• Conjugate Gradient Methods with Inexact Searches
• Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization
• Compact representation of the full Broyden class of quasi‐Newton updates
• A Rapidly Convergent Descent Method for Minimization
• Quasi-newton algorithms generate identical points
• Methods of conjugate gradients for solving linear systems
• Benchmarking optimization software with performance profiles.