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Recursive form of general limited memory variable metric methods
In this report we propose a new recursive matrix formulation of limited memory variable metric methods. This approach can be used for an arbitrary update from the Broyden class (and some other updates) and also for...
BA - Obecná matematika
- 2013 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Simple Scaling for Variable Metric Updates.
Annotation not available...
BD - Teorie informace
- 1994 •
- Vx
Rok uplatnění
Vx - Nezařazeno - Výzkumná zpráva obsahující utajované informace (takový výsledek lze do RIV vložit pouze v případě, že zpráva obsahuje utajované informace a pole R12 = U), nebo souhrnná výzkumná zpráva
Computational Experience With Known Variable Metric Updates.
Annotation not available...
BD - Teorie informace
- 1994 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Generalizations of the limited-memory BFGS method based on the quasi-product form of update
from the preceding iteration to construct a new class of variable metric updatesTwo families of limited-memory variable metric or quasi-Newton methods for unconstrained minimization based on quasi-product...
BA - Obecná matematika
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization
A block version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) variable metric update formula and its modifications are investigated. In spite of the fact the advantageous properties of the block BFGS update, a blo...
Applied mathematics
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Variable Metric Methods for Unconstrained Optimization and Nonlinear least Squares.
Variable metric or quasi-Newton methods were originally developed for small- and moderate-size dense problems, their modifications based either on sparse, partitioned or limited-memory updates are very efficient on large-sc...
BA - Obecná matematika
- 2000 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A Limited-memory Optimization Method Using the Infinitely Many Times Repeated BNS Update and Conjugate Directions
, the suitable extra updates need to be selected carefully. We show that for the limited-memory variable metric BNS method, matrix updating can be efficiently repeatedTo improve the performance of the limited-memor...
Applied mathematics
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
A Generalized Limited-Memory BNS Method Based on the Block BFGS Update
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 quadrati...
Applied mathematics
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization
A block version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) variable metric update formula and its modifications are investigated. In spite of the fact the advantageous properties of the block BFGS update, a blo...
Applied mathematics
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions
, the suitable extra updates need to be selected carefully. We show that for the limited-memory variable metric BNS method, matrix updating can be efficiently repeatedTo improve the performance of the limited-memor...
Applied mathematics
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
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