An approach for analyzing the global rate of convergence of quasi-Newton and truncated-Newton methods

DOI10.1007/s10957-016-1013-zzbMath1360.90294OpenAlexW2522444987MaRDI QIDQ511970

Moritz Diehl, Tobias Lindstrøm Jensen

Publication date: 23 February 2017

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://vbn.aau.dk/da/publications/ec121945-a619-4573-83fc-dfbc9b72282a

zbMATH Keywords

complexity analysisfirst-order methodsquasi/truncated-Newton methods

Mathematics Subject Classification ID

Newton-type methods (49M15) Methods of quasi-Newton type (90C53) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Related Items (3)

Two-dimensional distribution of streamwise velocity in open channel flow using maximum entropy principle: incorporation of additional constraints based on conservation laws ⋮ Two-phase quasi-Newton method for unconstrained optimization problem ⋮ Solving life-cycle problems with biometric risk by artificial insurance markets

Uses Software

• L-BFGS
• TwIST

Cites Work

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