Variable metric method with limited storage for large-scale unconstrained minimization

Ladislav Lukšan

Kybernetika (1982)

  • Volume: 18, Issue: 6, page 517-528
  • ISSN: 0023-5954

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Lukšan, Ladislav. "Variable metric method with limited storage for large-scale unconstrained minimization." Kybernetika 18.6 (1982): 517-528. <http://eudml.org/doc/28010>.

@article{Lukšan1982,
author = {Lukšan, Ladislav},
journal = {Kybernetika},
keywords = {variable metric method; limited storage; large-scale unconstrained minimization; limited memory; conjugate gradients; best quasi-Newton methods; numerical experiments},
language = {eng},
number = {6},
pages = {517-528},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Variable metric method with limited storage for large-scale unconstrained minimization},
url = {http://eudml.org/doc/28010},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Lukšan, Ladislav
TI - Variable metric method with limited storage for large-scale unconstrained minimization
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 6
SP - 517
EP - 528
LA - eng
KW - variable metric method; limited storage; large-scale unconstrained minimization; limited memory; conjugate gradients; best quasi-Newton methods; numerical experiments
UR - http://eudml.org/doc/28010
ER -

References

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  2. M. C. Biggs, Minimization algorithms making use of non-quadratic properties of the objective function, J. Inst. Math. Appl. 5 (1971), 3, 315 - 327. (1971) Zbl0226.90045
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  11. L. Nazareth, A relationship between the BFGS and conjugate gradient algorithms, SIAM J. Numer. Anal. 16 (1979), 5, 794-800. (1979) MR0543969
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  14. S. S. Oren D. G. Luenberger, Self-scaling variable metric SSVM algorithms 1. Criteria and sufficient conditions for scaling a class of algorithms, Management Sci. 20 (1974), 5, 845-862. (1974) MR0388773
  15. A. Perry, A modified conjugate gradient algorithm, Oper. Res. 26 (1978), 6, 1073 - 1078. (1978) Zbl0419.90074MR0514875
  16. E. Polak G. Ribiere, Note sur la convergence de methodes des directions conjugees, Revue Fr. Inf. Rech. Oper. 16-R1 (1969), 35-43. (1969) MR0255025
  17. M. J. D. Powell, Restart procedure for the conjugate gradient method, Math. Programming 72 (1977), 2, 241-254. (1977) MR0478622
  18. B. V. Shah R. J. Buehleг O. Kempthorne, Some algorithms for minimizing a function of several variables, SIAM J. 12 (1964), 1, 74-92. (1964) MR0165655
  19. D. F. Shanno, Conditioning of quasi-Newton methods for function minimization, Math. Comp. 24 (1970), 111, 647-656. (1970) MR0274029
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  21. D. F. Shanno K. H. Phua, Matrix conditioning and nonlinear optimization, Math. Programming 14 (1978), 2, 149-160. (1978) MR0474819

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