Approximate invariant subspaces and quasi-newton optimization methods
نویسندگان
چکیده
منابع مشابه
Approximate invariant subspaces and quasi-newton optimization methods
New approximate secant equations are shown to result from the knowledge of (problem dependent) invariant subspace information, which in turn suggests improvements in quasi-Newton methods for unconstrained minimization. A new limitedmemory BFGS using approximate secant equations is then derived and its encouraging behaviour illustrated on a small collection of multilevel optimization examples. T...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2010
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780902992746