A Modified Limited-Memory BNS Method for Unconstrained Minimization Based on the Conjugate Directions Idea
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F15%3A00442775" target="_blank" >RIV/67985807:_____/15:00442775 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1080/10556788.2014.955101" target="_blank" >http://dx.doi.org/10.1080/10556788.2014.955101</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/10556788.2014.955101" target="_blank" >10.1080/10556788.2014.955101</a>
Alternative languages
Result language
angličtina
Original language name
A Modified Limited-Memory BNS Method for Unconstrained Minimization Based on the Conjugate Directions Idea
Original language description
A modification of the limited-memory variable metric BNS method for large-scale unconstrained optimization is proposed, which consists in corrections (derived from the idea of conjugate directions) of the used difference vectors for better satisfaction of the previous quasi-Newton (QN) conditions. In comparison with [Vlček and Lukšan, A conjugate directions approach to improve the limited-memory BFGS method, Appl. Math. Comput. 219 (2012), pp. 800?809], where a similar approach is used, correction vectors from more previous iterations can be applied here. For quadratic objective functions, the improvement of convergence is the best one in some sense, all stored corrected difference vectors are conjugate and the QN conditions with these vectors are satisfied. Global convergence of the algorithm is established for convex sufficiently smooth functions. Numerical experiments demonstrate the efficiency of the new method.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA13-06684S" target="_blank" >GA13-06684S: Iterative Methods in Computational Mathematics: Analysis, Preconditioning, and Applications</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Optimization Methods & Software
ISSN
1055-6788
e-ISSN
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Volume of the periodical
30
Issue of the periodical within the volume
3
Country of publishing house
GB - UNITED KINGDOM
Number of pages
18
Pages from-to
616-633
UT code for WoS article
000356936400011
EID of the result in the Scopus database
2-s2.0-84933672462