Quasi-Newton methods without projections for unconstrained minimization

Ladislav Lukšan

Kybernetika (1982)

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

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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

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  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

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  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. I. The optimal damping factor
  5. Jaromír Štěpán, A new method for the nonlinear approximation of signals. II. The convergence problem

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