Modifications of the limited-memory BFGS method based on the idea of conjugate directions

Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Modifications of the limited-memory BFGS method based on the idea of conjugate directions
Original language description
Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which consist in corrections of the used difference vectors (derived from the idea of conjugate directions), 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. The algorithm is globally convergent for convex sufficientlysmooth functions. Numerical experiments indicate that the new method often improves the L-BFGS method significantly.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Programs and Algorithms of Numerical Matematics 16
ISBN
978-80-85823-62-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
209-214
Publisher name
Institute of Mathematics, Academy of Sciences of the Czech Republic
Place of publication
Prague
Event location
Dolní Maxov
Event date
Jun 3, 2012
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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