About: A conjugate directions approach to improve the limited-memory BFGS method

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which consist in corrections (derived from the idea of conjugate directions) of the used difference vectors, utilizing information from the preceding iteration. For quadratic objective functions, the improvement of convergence is the best one in some sense and all stored difference vectors are conjugate for unit stepsizes. Global convergence of the algorithm is established for convex sufficiently smooth functions. Numerical experiments indicate that the new method often improves the L-BFGS method significantly. Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which consist in corrections (derived from the idea of conjugate directions) of the used difference vectors, utilizing information from the preceding iteration. For quadratic objective functions, the improvement of convergence is the best one in some sense and all stored difference vectors are conjugate for unit stepsizes. Global convergence of the algorithm is established for convex sufficiently smooth functions. Numerical experiments indicate that the new method often improves the L-BFGS method significantly. (en)
Title	A conjugate directions approach to improve the limited-memory BFGS method A conjugate directions approach to improve the limited-memory BFGS method (en)
skos:prefLabel	A conjugate directions approach to improve the limited-memory BFGS method A conjugate directions approach to improve the limited-memory BFGS method (en)
skos:notation	RIV/67985807:_____/12:00378976!RIV13-GA0-67985807
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA201/09/1957), Z(AV0Z10300504)
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Vlček, Jan Lukšan, Ladislav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav informatiky AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	120127
http://linked.open...ai/riv/idVysledku	RIV/67985807:_____/12:00378976
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	unconstrained minimization; variable metric methods; limited-memory methods; the BFGS update; conjugate directions; numerical results (en)
http://linked.open.../riv/klicoveSlovo	conjugate directions limited-memory methods numerical results the BFGS update unconstrained minimization variable metric methods
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[03D4E721E5F9]
http://linked.open...i/riv/nazevZdroje	Applied Mathematics and Computation
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Development of methods for solving large scale nonlinear programming and nonsmooth optimization problems
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	219
http://linked.open...iv/tvurceVysledku	Vlček, Jan Lukšan, Ladislav
http://linked.open...ain/vavai/riv/wos	000310501700004
http://linked.open...n/vavai/riv/zamer	Informatika pro informační společnost: modely, algoritmy, aplikace
issn	0096-3003
number of pages	10 (xsd:int)
http://bibframe.org/vocab/doi	10.1016/j.amc.2012.06.042

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