| Title:
|
Modifications of the limited-memory BFGS method based on the idea of conjugate directions (English) |
| Author:
|
Vlček, Jan |
| Author:
|
Lukšan, Ladislav |
| Language:
|
English |
| Journal:
|
Programs and Algorithms of Numerical Mathematics |
| Volume:
|
Proceedings of Seminar. Dolní Maxov, June 3-8, 2012 |
| Issue:
|
2012 |
| Year:
|
|
| Pages:
|
209-214 |
| . |
| Category:
|
math |
| . |
| Summary:
|
Simple modifications of the limited-memory BFGS method (L-BFGS) for large
scale unconstrained optimization are considered, which consist in corrections of the used difference vectors (derived from the idea of conjugate directions), utilizing information from the preceding iteration. For quadratic objective functions, the improvement of convergence is the best one in some sense and all stored difference vectors are conjugate for unit stepsizes. The algorithm is globally convergent for convex sufficiently smooth functions. Numerical experiments indicate that the new method often improves the L-BFGS method significantly. (English) |
| Keyword:
|
limited-memory BFGS method |
| Keyword:
|
unconstrained optimization |
| Keyword:
|
quadratic objective function |
| Keyword:
|
convergence |
| Keyword:
|
performance |
| MSC:
|
65K05 |
| MSC:
|
65Y20 |
| MSC:
|
90C30 |
| MSC:
|
90C53 |
| . |
| Date available:
|
2015-07-08T06:46:24Z |
| Last updated:
|
2023-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/702729 |
| . |
