A Generalized Limited-Memory BNS Method Based on the Block BFGS Update

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F17%3A00476437" target="_blank" >RIV/67985807:_____/17:00476437 - isvavai.cz</a>
Result on the web
<a href="http://dml.cz/handle/10338.dmlcz/703010" target="_blank" >http://dml.cz/handle/10338.dmlcz/703010</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/panm.2016.19" target="_blank" >10.21136/panm.2016.19</a>

Result language
angličtina
Original language name
A Generalized Limited-Memory BNS Method Based on the Block BFGS Update
Original language description
A block version of the BFGS variable metric update formula is investigated. It satisfies the quasi-Newton conditions with all used difference vectors and gives the best improvement of convergence in some sense for quadratic objective functions, but it does not guarantee that the direction vectors are descent for general functions. To overcome this difficulty and utilize the advantageous properties of the block BFGS update, a block version of the limited-memory BNS method for large scale unconstrained optimization is proposed. The algorithm is globally convergent for convex sufficiently smooth functions and our numerical experiments indicate its efficiency.
Czech name
—
Czech description
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Project
<a href="/en/project/GA13-06684S" target="_blank" >GA13-06684S: Iterative Methods in Computational Mathematics: Analysis, Preconditioning, and Applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Programs and algorithms of numerical mathematics 18
ISBN
978-80-85823-67-7
ISSN
—
e-ISSN
—
Number of pages
8
Pages from-to
164-171
Publisher name
Institute of Mathematics CAS
Place of publication
Prague
Event location
Janov nad Nisou
Event date
Jun 19, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000467646600019

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