Additional properties of shifted valiable metric methods.
Jan Vlcek (vlcekcs.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).
Entry Submitted: 06/21/2004
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|