A Modified Limited-Memory BNS Method for Unconstrained Minimization Derived from 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%3A00444129" target="_blank" >RIV/67985807:_____/15:00444129 - isvavai.cz</a>
Result on the web
<a href="http://dml.cz/handle/10338.dmlcz/702689" target="_blank" >http://dml.cz/handle/10338.dmlcz/702689</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Modified Limited-Memory BNS Method for Unconstrained Minimization Derived from the Conjugate Directions Idea
Original language description
A modification of the limited-memory variable metric BNS method for large scale unconstrained optimization of the differentiable function $f:{cal R}^Ntocal R$ is considered, which consists in corrections (based on the idea of conjugate directions) ofdifference vectors for better satisfaction of the previous quasi-Newton conditions. In comparison with [11], more previous iterations can be utilized 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 quasi-Newton conditions with these vectors are satisfied. The algorithm is globally convergent for convex sufficiently smooth functions and our numerical experiments indicate its efficiency.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
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
Article name in the collection
Programs and algorithms of numerical mathematics 17. Proceedings of seminar
ISBN
978-80-85823-64-6
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
237-243
Publisher name
Matematický ústav AV ČR, v.v.i
Place of publication
Praha
Event location
Dolní Maxov
Event date
Jun 8, 2014
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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