Extra multistep BFGS updates in quasi-Newton methods.
Moghrabi, Issam A.R. (2006)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “Optimization of dynamical systems”
Extra multistep BFGS updates in quasi-Newton methods.
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We present an algorithm for supra-scale linearly constrained nonlinear programming (LNCP) based on the Limited-Storage Quasi-Newton's method. In large-scale programming solving the reduced Newton equation at each iteration can be expensive and may not be justified when far from a local solution; besides, the amount of storage required by the reduced Hessian matrix, and even the computing time for its Quasi-Newton approximation, may be prohibitive. An alternative based on the reduced...
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We present an algorithm for super-scale linearly constrained nonlinear programming (LCNP) based on Newton's method. In large scale programming solving Newton's equation at each iteration can be expensive and may not be justified when far from a local solution; we briefly review the current existing methodologies, such that by classifying the problems in small-scale, super-scale and supra-scale problems we suggest the methods that, based on our own computational experience, are more suitable...