Application of the infinitely many times repeated BNS update and conjugate directions to limited-memory optimization methods.

DOI10.21136/PANM.2018.19zbMATH Open1463.65156OpenAlexW2942696368MaRDI QIDQ5116992FDOQ5116992

Publication date: 19 August 2020

Published in: Programs and Algorithms of Numerical Mathematics 19 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/panm.2018.19

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zbMATH Keywords

algorithms numerical results global convergence unconstrained optimization Lyapunov matrix equation large-scale problems conjugate directions BNS method limited-memory variable metric method repeated BNS update vector corrections

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53) Newton-type methods (49M15)

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