Recursive Form Of General Limited Memory Variable Metric Methods

Simple item page
dc.contributor.authorLukšan, Ladislav
dc.contributor.authorVlček, Jan
dc.date.accessioned2016-05-24
dc.date.available2016-05-24
dc.date.issued2013
dc.description.abstractIn this report we propose a new recursive matrix formulation of limited memory variable metric methods. This approach can be used for an arbitrary update from the Broyden class (and some other updates) and also for the approximation of both the Hessian matrix and its inverse. The new recursive formulation requires approximately 4mn multiplications and additions per iteration, so it is comparable with other efficient limited memory variable metric methods. Numerical experiments concerning Algorithm 1, proposed in this report, confirm its practical efficiency.en
dc.formattext
dc.identifier.issn0023-5954
dc.identifier.scopus2-s2.0-84877247344
dc.identifier.urihttps://dspace.tul.cz/handle/15240/16348
dc.identifier.urihttps://www.researchgate.net/publication/268043056_Recursive_form_of_general_limited_memory_variable_metric_methods
dc.language.isoen
dc.publisherKybernetika
dc.publisherTechnická Univerzita v Libercics
dc.publisherTechnical university of Liberec, Czech Republicen
dc.relation.ispartofKybernetikacs
dc.sourcej-scopus
dc.sourcej-wok
dc.subjectunconstrained optimizationen
dc.subjectlarge scale optimizationen
dc.subjectlimited memory methodsen
dc.subjectvariable metric updatesen
dc.subjectrecursive matrix formulationen
dc.subjectalgorithmsen
dc.titleRecursive Form Of General Limited Memory Variable Metric Methodsen
dc.typeArticle
local.accessοpen
local.citation.epage235
local.citation.spage224
local.departmentInstitute of Novel Technologies and Applied Informatics
local.facultyFaculty of Mechatronics, Informatics and Interdisciplinary Studies
local.fulltextyes
local.identifier.stagRIV/67985807:_____/13:00381993
local.identifier.wok329259300003
local.relation.issue2
local.relation.volume49
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
329259300003-o.pdf
Size:
105.63 KB
Format:
Adobe Portable Document Format
Description:
Článek
Download
Collections