A dense initialization for limited-memory quasi-Newton methods
DOI10.1007/s10589-019-00112-xzbMath1427.90292arXiv1710.02396OpenAlexW2963636221MaRDI QIDQ2322555
Johannes J. Brust, Oleg P. Burdakov, Jennifer B. Erway, Roummel F. Marcia
Publication date: 4 September 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.02396
trust-region methodslimited-memory quasi-Newton methodslarge-scale nonlinear optimizationquasi-Newton matricesshape-changing norm
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Iterative numerical methods for linear systems (65F10)
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