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New class of limited-memory variationally-derived variable metric methods

Jan Vlcek(vlcek***at***cs.cas.cz)
Ladislav Luksan(luksan***at***cs.cas.cz)

Abstract: A new family of limited-memory variationally-derived variable metric or quasi-Newton methods for unconstrained minimization is given. The methods have quadratic termination property and use updates, invariant under linear transformations. Some encouraging numerical experience is reported.

Keywords: Variable metric methods, limited-memory methods, large-scale 0ptimization

Category 1: Nonlinear Optimization

Citation: Technical Report V-973. Prague, ICS AS CR 2006.

Download: [Postscript][PDF]

Entry Submitted: 01/12/2007
Entry Accepted: 01/12/2007
Entry Last Modified: 01/12/2007

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