Computational experience with improved variable metric methods for unconstrained minimization

Ladislav Lukšan

Kybernetika (1990)

  • Volume: 26, Issue: 5, page 415-431
  • ISSN: 0023-5954

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Lukšan, Ladislav. "Computational experience with improved variable metric methods for unconstrained minimization." Kybernetika 26.5 (1990): 415-431. <http://eudml.org/doc/27752>.

@article{Lukšan1990,
author = {Lukšan, Ladislav},
journal = {Kybernetika},
keywords = {variable metric algorithms; unconstrained minimization; controlled scaling; rank-one method; test problems; BFGS-methods},
language = {eng},
number = {5},
pages = {415-431},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Computational experience with improved variable metric methods for unconstrained minimization},
url = {http://eudml.org/doc/27752},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Lukšan, Ladislav
TI - Computational experience with improved variable metric methods for unconstrained minimization
JO - Kybernetika
PY - 1990
PB - Institute of Information Theory and Automation AS CR
VL - 26
IS - 5
SP - 415
EP - 431
LA - eng
KW - variable metric algorithms; unconstrained minimization; controlled scaling; rank-one method; test problems; BFGS-methods
UR - http://eudml.org/doc/27752
ER -

References

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  9. D. Goldfarb, A family of variable metric algorithms derived by variational means, Math. Comp. 24(1970), 23-26. (1970) MR0258249
  10. A. Griewank, P. L. Toint, Local convergence analysis for partitioned quasi-Newton updates, Numer. Math. 39 (1982), 429-448. (1982) Zbl0505.65018MR0678746
  11. H. Kleinmichel, Quasi-Newton Verfahren vom Rang-Eins-Typ zur Lösung unrestringierter Minimierungsprobleme, Teil 1: Verfahren und grundlegende Eigenschaften. Teil 2: N-Schritt-quadratische Konvergenz fur Restart-Varianten. Numer. Math. 38 (1981), 219-228, 229-244. (1981) Zbl0469.65039
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  13. J. J. More B. S. Garbow, K. E. Hillstrom, Testing unconstrained optimization software, ACM Trans. Math. Software 7 (1981), 17-41. (1981) MR0607350
  14. S. S. Oren, and D. C. Luenberger, Self-scaling variable metric (SSVM) algorithms, Part 1: Criteria and sufficient conditions for-scaling a class of algorithms. Part 2: Implementation and experiments. Management Sci. 20 (1974), 845 - 862, 863-874. (1974) MR0426427
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  16. M. R. Osborne, L. P. Sun, A New Approach to the Symmetric Rank-One Updating Algorithm, Rept. No. NMO/01, Australian National University School of Mathematics, December 1988. (1988) 
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