A conjugate directions approach to improve the limited-memory BFGS method

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F12%3A00378976" target="_blank" >RIV/67985807:_____/12:00378976 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.amc.2012.06.042" target="_blank" >http://dx.doi.org/10.1016/j.amc.2012.06.042</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.amc.2012.06.042" target="_blank" >10.1016/j.amc.2012.06.042</a>

Result language
angličtina
Original language name
A conjugate directions approach to improve the limited-memory BFGS method
Original language description
Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which consist in corrections (derived from the idea of conjugate directions) of the used difference vectors, utilizing informationfrom the preceding iteration. For quadratic objective functions, the improvement of convergence is the best one in some sense and all stored difference vectors are conjugate for unit stepsizes. Global convergence of the algorithm is established for convex sufficiently smooth functions. Numerical experiments indicate that the new method often improves the L-BFGS method significantly.
Czech name
—
Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
—

Project
<a href="/en/project/GA201%2F09%2F1957" target="_blank" >GA201/09/1957: Development of methods for solving large scale nonlinear programming and nonsmooth optimization problems</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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