New class of limited-memory variationally-derived variable metric methods

نویسندگان

  • J. Vlček
  • L. Lukšan
چکیده

A new family of limited-memory variationally-derived variable metric or quasi-Newton methods for unconstrained minimization is given. The methods have quadratic termination property and use updates, invariant under linear transformations. Some encouraging numerical experience is reported.

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تاریخ انتشار 2007