Updating Quasi-Newton Matrices with Limited Storage
From MaRDI portal
Publication:3915933
DOI10.2307/2006193zbMath0464.65037MaRDI QIDQ3915933
Publication date: 1980
Full work available at URL: https://doi.org/10.2307/2006193
numerical experiments; preconditioned conjugate gradient methods; standard test functions; Broyden-Fletcher-Goldfarb-Shanno quasi-Newton update; least-change formulas; symmetric updates
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
65H10: Numerical computation of solutions to systems of equations
Related Items
A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization, An Analysis of a Hybrid Optimization Method for Variational Data Assimilation, Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization, A multiscale projection method for the analysis of carbon nanotubes, An efficient method for nonlinearly constrained networks, On diagonally-preconditioning the 2-step BFGS method with accumulated steps for linearly constrained nonlinear programming, Numerical optimization for the purification of polluted shallow waters, Global convergence of a memory gradient method for unconstrained optimization, Globally convergent limited memory bundle method for large-scale nonsmooth optimization, A compact limited memory method for large scale unconstrained optimization, Some numerical experiments with variable-storage quasi-Newton algorithms, On the limited memory BFGS method for large scale optimization, Sparse quasi-Newton updates with positive definite matrix completion, Discrete second order adjoints in atmospheric chemical transport modeling, Some remarks on conjugate gradient methods without line search, A coordinate gradient descent method for nonsmooth separable minimization, A new Liu-Storey type nonlinear conjugate gradient method for unconstrained optimization problems, A limited memory BFGS-type method for large-scale unconstrained optimization, A review of the optimal power flow, A comparison of nonlinear optimization methods for supervised learning in multilayer feedforward neural networks, The adjoint Newton algorithm for large-scale unconstrained optimization in meteorology applications, Modifications to the subroutine OPALQP for dealing with large problems, Representations of quasi-Newton matrices and their use in limited memory methods, An unconstrained optimization technique for large-scale linearly constrained convex minimization problems, Family of projected descent methods for optimization problems with simple bounds, Symbiosis between linear algebra and optimization, Variable metric methods for unconstrained optimization and nonlinear least squares, An implementation of Newton-like methods on nonlinearly constrained networks, Optimal control of flow with discontinuities., On the resolution of monotone complementarity problems, Hilbert class library: A library of abstract C++ classes for optimization and inversion, A numerical study of limited memory BFGS methods, Optimal control of cylinder wakes via suction and blowing, A data assimilation technique applied to a predator-prey model, A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector products, IMAS. Integrated modeling and analysis system for the solution of optimal control problems, Limited memory interior point bundle method for large inequality constrained nonsmooth minimization, Spectral gradient projection method for solving nonlinear monotone equations, Shifted limited-memory variable metric methods for large-scale unconstrained optimization, Truncated-Newton algorithms for large-scale unconstrained optimization, Identification of dipole sources in an elliptic equation from boundary measurements: application to the inverse EEG problem, Unnamed Item, QN-like variable storage conjugate gradients, Unnamed Item, Conjugate direction methods with variable storage
Uses Software
Cites Work
- The solution of nonlinear finite element equations
- On Variable-Metric Methods for Sparse Hessians
- Conjugate direction methods with variable storage
- On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class
- Quasi-Newton Methods, Motivation and Theory
- On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
- A combined conjugate-gradient quasi-Newton minimization algorithm
- The Convergence of a Class of Double-rank Minimization Algorithms
- A new approach to variable metric algorithms
