A regularized limited memory subspace minimization conjugate gradient method for unconstrained optimization. (English) Zbl 1532.65030
Reviewer: Hang Lau (Montréal)
Found 79 Documents (Results 1–79)
A limited-memory BFGS-based differential evolution algorithm for optimal control of nonlinear systems with mixed control variables and probability constraints. (English) Zbl 1522.65108
Large-scale optimization with linear equality constraints using reduced compact representation. (English) Zbl 1535.90154
MSC:
90C30
A limited memory \(q\)-BFGS algorithm for unconstrained optimization problems. (English) Zbl 1475.65040
An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization. (English) Zbl 1476.90237
Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function. (English) Zbl 1473.90106
Analysis of limited-memory BFGS on a class of nonsmooth convex functions. (English) Zbl 1464.65060
MSC:
65K10
A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems. (English) Zbl 1503.90133
Computing the matrix geometric mean: Riemannian versus Euclidean conditioning, implementation techniques, and a Riemannian BFGS method. (English) Zbl 1474.65131
New basic Hessian approximations for large-scale nonlinear least-squares optimization. (English) Zbl 1462.90080
Vasant, Pandian (ed.) et al., Intelligent computing and optimization. Proceedings of the 2nd international conference on intelligent computing and optimization 2019 (ICO 2019), Koh Samui, Thailand, October 3–4, 2019. Cham: Springer. Adv. Intell. Syst. Comput. 1072, 608-619 (2020).
An improved Dai-Kou conjugate gradient algorithm for unconstrained optimization. (English) Zbl 1433.90126
Application of the infinitely many times repeated BNS update and conjugate directions to limited-memory optimization methods. (English) Zbl 1463.65156
Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 19. Proceedings of the 19th seminar (PANM), Hejnice, Czech Republic, June 24–29, 2018. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics. 177-185 (2019).
Reviewer: Ctirad Matonoha (Praha)
Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization. (English) Zbl 1440.90076
Reviewer: Ctirad Matonoha (Praha)
A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions. (English) Zbl 1440.65064
Reviewer: Ctirad Matonoha (Praha)
A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints. (English) Zbl 1407.49045
A regularized factorization-free method for equality-constrained optimization. (English) Zbl 1390.90389
A generalized limited-memory BNS method based on the block BFGS update. (English) Zbl 1413.65251
Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 18. Proceedings of the 18th seminar (PANM), Janov nad Nisou, Czech Republic, June 19–24, 2016. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics. 164-171 (2017).
Reviewer: Ctirad Matonoha (Prague)
On the efficiency of gradient based optimization algorithms for DNS-based optimal control in a turbulent channel flow. (English) Zbl 1390.76061
A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem. (English) Zbl 1336.90088
A modified limited-memory BNS method for unconstrained minimization derived from the conjugate directions idea. (English) Zbl 1374.90288
Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 17. Proceedings of the 17th seminar (PANM), Dolní Maxov, Czech Republic, June 8–13, 2014. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics (ISBN 978-80-85823-64-6). 237-243 (2015).
Reviewer: Pospíšil, Lukáš (Ostrava)
PDE constrained shape optimization as optimization on shape manifolds. (English) Zbl 1406.49051
Nielsen, Frank (ed.) et al., Geometric science of information. Second international conference, GSI 2015, Palaiseau, France, October 28–30, 2015. Proceedings. Cham: Springer (ISBN 978-3-319-25039-7/pbk; 978-3-319-25040-3/ebook). Lecture Notes in Computer Science 9389, 499-508 (2015).
Algorithm 943: MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization. (English) Zbl 1371.65050
Damped techniques for the limited memory BFGS method for large-scale optimization. (English) Zbl 1291.90135
MSC:
90C06
A regularized limited memory BFGS method for nonconvex unconstrained minimization. (English) Zbl 1291.65175
Reviewer: Hang Lau (Montréal)
Modifications of the limited-memory BFGS method based on the idea of conjugate directions. (English) Zbl 1340.90260
Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 16. Proceedings of the 16th seminar (PANM), Dolní Maxov, Czech Republic, June 3–8, 2012. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics (ISBN 978-80-85823-62-2). 209-214 (2013).
Reviewer: Jan Chleboun (Praha)
The limited memory conjugate gradient method. (English) Zbl 1298.90129
Reviewer: Rembert Reemtsen (Cottbus)
Global convergence of a modified limited memory BFGS method for non-convex minimization. (English) Zbl 1303.65048
Reviewer: Hans Benker (Merseburg)
A class of diagonal preconditioners for limited memory BFGS method. (English) Zbl 1269.65054
Reviewer: Guoqiang Wang (Shanghai)
Generalizations of the limited-memory BFGS method based on the quasi-product form of update. (English) Zbl 1279.65080
Reviewer: Ctirad Matonoha (Prague)
Limited-memory BFGS systems with diagonal updates. (English) Zbl 1246.65088
Reviewer: Hans Benker (Merseburg)
Limited memory BFGS method with backtracking for symmetric nonlinear equations. (English) Zbl 1225.65056
MSC:
65H10
An active set limited memory BFGS algorithm for bound constrained optimization. (English) Zbl 1221.90082
Limited-memory variable metric methods that use quantities from the preceding iteration. (English) Zbl 1340.65122
Vejchodský, T. (ed.) et al., Programs and algorithms of numerical mathematics 15. Proceedings of the 15th seminar (PANM), Dolní Maxov, Czech Republic, June 6–11, 2010. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics (ISBN 978-80-85823-57-8). 227-232 (2010).
Reviewer: Ctirad Matonoha (Prague)
Projected self-scaling symmetric rank one quasi-Newton methods for nonlinear monotone equations. (Chinese. English summary) Zbl 1240.65161
MSC:
65H05
Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization. (English) Zbl 1193.65105
Reviewer: Hans Benker (Merseburg)
An active set quasi-Newton method with projected search for bound constrained minimization. (English) Zbl 1189.90160
L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family. (English) Zbl 1165.65032
Conjugate gradient algorithms in nonconvex optimization. (English) Zbl 1171.49002
Nonconvex Optimization and Its Applications 89. Berlin: Springer (ISBN 978-3-540-85633-7/hbk; 978-3-540-85634-4/ebook). xxvi, 477 p. (2009).
Reviewer: Armin Hoffmann (Ilmenau)
A limited memory BFGS-type method for large-scale unconstrained optimization. (English) Zbl 1155.90441
Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization. (English) Zbl 1169.65059
Reviewer: R. P. Tewarson (Stony Brook)
An active set limited memory BFGS algorithm for large-scale bound constrained optimization. (English) Zbl 1145.90084
Limited memory interior point bundle method for large inequality constrained nonsmooth minimization. (English) Zbl 1137.65043
A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization. (English) Zbl 1114.65069
Reviewer: Nada Djuranović-Miličić (Belgrade)
A modified nearly exact method for solving low-rank trust region subproblem. (English) Zbl 1138.90012
A compact limited memory method for large scale unconstrained optimization. (English) Zbl 1114.90072
Modifications of the limited memory BFGS algorithm for large-scale nonlinear optimization. (English) Zbl 1090.65072
Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization. (English) Zbl 1005.65063
Computational methods for a large-scale inverse problem arising in atmospheric optics. (English) Zbl 1005.78005
Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. (English) Zbl 0912.65057
A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization. (English) Zbl 0886.65065
Reviewer: H.Benker (Merseburg)
Family of projected descent methods for optimization problems with simple bounds. (English) Zbl 0886.90140
Towards a discrete Newton method with memory for large-scale optimization. (English) Zbl 0976.90100
Di Pillo, Gianni (ed.) et al., Nonlinear optimization and applications. Proceedings of the 21st workshop, Erice, Italy, June 13-21, 1995. New York, NY: Plenum Press. 1-12 (1996).
Representations of quasi-Newton matrices and their use in limited memory methods. (English) Zbl 0809.90116
Reviewer: N.Djuranović-Miličić (Beograd)
A numerical study of the limited memory BFGS method an the truncated- Newton method for large scale optimization. (English) Zbl 0756.65091
Reviewer: P.Stavre (Craiova)
The performance of several algorithms for large scale unconstrained optimization. (English) Zbl 0726.90081
Large-scale numerical optimization, Proc. Workshop, Ithaca/NY (USA) 1989, 138-151 (1990).
Algorithms with conic termination for nonlinear optimization. (English) Zbl 0663.65062
Reviewer: H.Benker
Viewing the conjugate gradient method as a trust region algorithm. (English) Zbl 0614.65070
Numerical analysis, Proc. 4th IIMAS Workshop, Guanajuato/Mex. 1984, Lect. Notes Math. 1230, 118-126 (1986).
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