A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea

DOI10.1080/10556788.2014.955101zbMath1326.90105OpenAlexW2046769097MaRDI QIDQ2943838

Ladislav Lukšan, Jan Vlček

Publication date: 4 September 2015

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2014.955101

zbMATH Keywords

numerical resultsvariable metric methodsunconstrained minimizationconjugate directionslimited-memory methodsthe BFGS update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items (4)

A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions ⋮ Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization ⋮ Two limited-memory optimization methods with minimum violation of the previous secant conditions ⋮ A Perry-type derivative-free algorithm for solving nonlinear system of equations and minimizing ℓ₁regularized problem

Cites Work

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• On the limited memory BFGS method for large scale optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• Variable metric methods for unconstrained optimization and nonlinear least squares
• A conjugate directions approach to improve the limited-memory BFGS method
• Algorithm 896
• Numerical Optimization
• CUTE
• Benchmarking optimization software with performance profiles.

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