Title of article :
Shifted limited-memory variable metric methods for large-scale unconstrained optimization
Author/Authors :
Vl?ek، نويسنده , , Jan and Luk?an، نويسنده , , Ladislav، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
A new family of numerically efficient full-memory variable metric or quasi-Newton methods for unconstrained minimization is given, which give simple possibility to derive related limited-memory methods. Global convergence of the methods can be established for convex sufficiently smooth functions. Numerical experience by comparison with standard methods is encouraging.
Keywords :
Numerical results , Unconstrained minimization , Variable metric methods , Limited-memory methods , global convergence
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics