Variable metric method with limited storage for large-scale unconstrained minimization
Ladislav Lukšan (1982)
Kybernetika
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Ladislav Lukšan (1982)
Kybernetika
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Marek Smietanski (2008)
Open Mathematics
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An algorithm for univariate optimization using a linear lower bounding function is extended to a nonsmooth case by using the generalized gradient instead of the derivative. A convergence theorem is proved under the condition of semismoothness. This approach gives a globally superlinear convergence of algorithm, which is a generalized Newton-type method.
Moghrabi, Issam A.R. (2006)
International Journal of Mathematics and Mathematical Sciences
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Ladislav Lukšan (1993)
Kybernetika
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