Matrix algebras in quasi-Newton methods for unconstrained minimization

DOI10.1007/s00211-002-0410-4zbMath1034.65045OpenAlexW2076058622MaRDI QIDQ1402170

Stefano Fanelli, Carmine Di Fiore, Paolo Zellini, Filomena Lepore

Publication date: 19 August 2003

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-002-0410-4

zbMATH Keywords

computational complexityconvergencefast Fourier transformFrobenius normunconstrained minimizationquasi-Newton methodsFrobenius norm least-squares fit

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (12)

On a set of matrix algebras related to discrete Hartley-type transforms ⋮ Hartley-type algebras in displacement and optimization strategies. ⋮ Broyden's quasi-Newton methods for a nonlinear system of equations and unconstrained optimization: a review and open problems ⋮ A new class of supermemory gradient methods ⋮ Low complexity matrix projections preserving actions on vectors ⋮ Gradient-type methods: a unified perspective in computer science and numerical analysis ⋮ A new algorithm for box-constrained global optimization ⋮ A novel three-phase trajectory informed search methodology for global optimization ⋮ Low complexity secant quasi-Newton minimization algorithms for nonconvex functions ⋮ Adaptive matrix algebras in unconstrained minimization ⋮ A variation of Broyden class methods using Householder adaptive transforms ⋮ Approximation BFGS methods for nonlinear image restoration

Uses Software

• L-BFGS-B
• L-BFGS

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