Quasi-Newton methods without projections for unconstrained minimization

Ladislav Lukšan

Kybernetika (1982)

  • Volume: 18, Issue: 4, page 290-306
  • ISSN: 0023-5954

How to cite

top

Lukšan, Ladislav. "Quasi-Newton methods without projections for unconstrained minimization." Kybernetika 18.4 (1982): 290-306. <http://eudml.org/doc/28535>.

@article{Lukšan1982,
author = {Lukšan, Ladislav},
journal = {Kybernetika},
keywords = {iterative methods; quasi-Newton method; unconstrained minimization; rank- 2 one-parameter class; optimal conditioning; numerical experiments},
language = {eng},
number = {4},
pages = {290-306},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Quasi-Newton methods without projections for unconstrained minimization},
url = {http://eudml.org/doc/28535},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Lukšan, Ladislav
TI - Quasi-Newton methods without projections for unconstrained minimization
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 4
SP - 290
EP - 306
LA - eng
KW - iterative methods; quasi-Newton method; unconstrained minimization; rank- 2 one-parameter class; optimal conditioning; numerical experiments
UR - http://eudml.org/doc/28535
ER -

References

top
  1. W. C. Davidon, Optimally conditioned optimization algorithms without line searches, Math. Programming 9 (1975), 1, 1-30. (1975) Zbl0328.90055MR0383741
  2. J. E. Dennis H. H. W. Mei, An Unconstrained Optimization Algorithm which Uses Function and Gradient Values, Res. Rept. No. TR 75-246, Dept. of Computer Sci., Cornell University, Ithaca 1975. (1975) 
  3. S. Hoshino, A formulation of variable metric methods, J. Inst. Math. Appl. 10 (1972), 3 394-403. (1972) Zbl0258.65065MR0336997
  4. L. Lukšan, Software package for optimization and nonlinear approximation, Proc. of 2nd IFAC/IFIP Symposium on software for computer control, Prague 1979. (1979) 
  5. L. Lukšan, New combined method for unconstrained minimization, Computing 28 (1982), 2, 155-169. (1982) MR0653369
  6. L. Lukšan, Quasi-Newton methods without projections for linearly constrained minimization, Kybernetika 18 (1982), 4, 307-319. (1982) MR0688369
  7. G. W. Stewart, A modification of Davidon's minimization method to accept difference approximation of derivatives, J. Assoc. Comput. Mach. 14 (1967), 1, 72-83. (1967) MR0216737

Citations in EuDML Documents

top
  1. Ladislav Lukšan, Variable metric methods for a class of extended conic functions
  2. Ladislav Lukšan, Quasi-Newton methods without projections for linearly constrained minimization
  3. Ladislav Lukšan, Jan Vlček, Recursive form of general limited memory variable metric methods
  4. Jaromír Štěpán, A new method for the nonlinear approximation of signals. II. The convergence problem
  5. Jaromír Štěpán, A new method for the nonlinear approximation of signals. I. The optimal damping factor

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.