Adaptive matrix algebras in unconstrained minimization
Adaptive matrix algebras in unconstrained minimization
In this paper we study adaptive L(k)QN methods, involving special matrix algebras of low complexity, to solve general (non-structured) unconstrained minimization problems. These methods, which generalize the classical BFGS method, are based on an iterative formula which exploits, at each step, an ad hoc chosen matrix algebra L(k). A global convergence result is obtained under suitable assumptions on f.
Iterative procedures, Matrix algebras, Quasi-Newton methods, Unconstrained minimization
544-568
Cipolla, S.
373fdd4b-520f-485c-b36d-f75ce33d4e05
Di Fiore, C.
f43c7f86-7a2e-474a-ad41-3ff3797128bc
Tudisco, F.
3c9b5744-c949-402e-ad23-b9f053c62e37
Zellini, P.
ba2b701f-50cd-4b28-a91f-5bcd86484960
15 April 2015
Cipolla, S.
373fdd4b-520f-485c-b36d-f75ce33d4e05
Di Fiore, C.
f43c7f86-7a2e-474a-ad41-3ff3797128bc
Tudisco, F.
3c9b5744-c949-402e-ad23-b9f053c62e37
Zellini, P.
ba2b701f-50cd-4b28-a91f-5bcd86484960
Cipolla, S., Di Fiore, C., Tudisco, F. and Zellini, P.
(2015)
Adaptive matrix algebras in unconstrained minimization.
Linear Algebra and Its Applications, 471, .
(doi:10.1016/j.laa.2015.01.010).
Abstract
In this paper we study adaptive L(k)QN methods, involving special matrix algebras of low complexity, to solve general (non-structured) unconstrained minimization problems. These methods, which generalize the classical BFGS method, are based on an iterative formula which exploits, at each step, an ad hoc chosen matrix algebra L(k). A global convergence result is obtained under suitable assumptions on f.
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Published date: 15 April 2015
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© 2015 Elsevier Inc. All rights reserved.
Keywords:
Iterative procedures, Matrix algebras, Quasi-Newton methods, Unconstrained minimization
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Local EPrints ID: 485621
URI: http://eprints.soton.ac.uk/id/eprint/485621
ISSN: 0024-3795
PURE UUID: 41a2866f-fac2-4855-808d-05525c9f58ce
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Date deposited: 12 Dec 2023 17:34
Last modified: 18 Mar 2024 04:17
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Contributors
Author:
S. Cipolla
Author:
C. Di Fiore
Author:
F. Tudisco
Author:
P. Zellini
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