Approximate invariant subspaces and quasi-Newton optimization methods

DOI10.1080/10556780902992746MaRDI QIDQ3161128zbMATH OpenOpenAlexFDO

Authors Serge Gratton, Philippe L. Toint

Publication date 12 October 2010

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780902992746

zbMATH Keywords

multilevel optimizationdiscretized problemslimited memory algorithms

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

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Cited in

(5)

• Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
• An adaptive quasi-Newton algorithm for eigensubspace estimation.
• A Grassmann--Rayleigh quotient iteration for computing invariant subspaces
• A non-linear conjugate gradient in dual space for \(L_p\)-norm regularized non-linear least squares with application in data assimilation
• Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems

Describes a project that uses

Uses Software

• Regularization tools

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