Additional properties of shifted valiable metric methods.

Jan Vlcek (vlcekcs.cas.cz)
Ladislav Luksan (luksancs.cas.cz)

Abstract: Some supplements to shifted variable metric or quasi-Newton methods for unconstrained minimization are given, including new limited-memory methods. Global convergence of these methods can be established for convex sufficiently smooth functions. Some encouraging numerical experience is reported.

Keywords: Unconstrained minimization, variable metric methods, limited-memory methods, global convergence, numerical results

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Citation: Report No. V899-03, Institute of Computer Scienc, Czech Academy of Sciences, Prague, December 2003 (revised May 2004).

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Entry Submitted: 06/21/2004
Entry Accepted: 06/21/2004
Entry Last Modified: 06/21/2004

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