Displaying similar documents to “A new diagonal quasi-Newton algorithm for unconstrained optimization problems”

A modified limited-memory BNS method for unconstrained minimization derived from the conjugate directions idea

Vlček, Jan, Lukšan, Ladislav

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A modification of the limited-memory variable metric BNS method for large scale unconstrained optimization of the differentiable function f : N is considered, which consists in corrections (based on the idea of conjugate directions) of difference vectors for better satisfaction of the previous quasi-Newton conditions. In comparison with [11], more previous iterations can be utilized here. For quadratic objective functions, the improvement of convergence is the best one in some sense, all...