Tensor Methods for Large, Sparse Unconstrained Optimization

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Tensor Methods for Large, Sparse Unconstrained Optimization

Tensor methods for unconstrained optimization were rst introduced by Schn-abel and Chow SIAM J. Optimization, 1 (1991), pp. 293-315], who describe these methods for small to moderate-size problems. The major contribution of this paper is the extension of these methods to large, sparse unconstrained optimization problems. This extension requires an entirely new way of solving the tensor model th...

متن کامل

A Software Package for Large Sparse Unconstrained Optimization using Tensor Methods

We describe a new package for minimizing an unconstrained nonlinear function, where the Hessian is large and sparse. The software allows the user to select between a tensor method and a standard method based upon a quadratic model. The tensor method models the objective function by a fourth order model, where the third and fourth order terms are chosen such that the extra cost of forming and so...

متن کامل

Enriched Methods for Large-Scale Unconstrained Optimization

This paper describes a class of optimization methods that interlace iterations of the limited memory BFGS method L BFGS and a Hessian free Newton method HFN in such a way that the information collected by one type of iteration improves the performance of the other Curvature information about the objective function is stored in the form of a limited memory matrix and plays the dual role of preco...

متن کامل

Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization

Limited-memory BFGS quasi-Newton methods approximate the Hessian matrix of second derivatives by the sum of a diagonal matrix and a fixed number of rank-one matrices. These methods are particularly effective for large problems in which the approximate Hessian cannot be stored explicitly. It can be shown that the conventional BFGS method accumulates approximate curvature in a sequence of expandi...

متن کامل

Tensor Methods for Large, Sparse Nonlinear Least Squares Problems

This paper introduces tensor methods for solving large, sparse nonlinear least squares problems where the Jacobian either is analytically available or is computed by nite diier-ence approximations. Tensor methods have been shown to have very good computational performance for small to medium-sized, dense nonlinear least squares problems. In this paper we consider the application of tensor metho...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SIAM Journal on Optimization

سال: 1997

ISSN: 1052-6234,1095-7189

DOI: 10.1137/s1052623494267723