کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4631717 1340627 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A curvilinear method based on minimal-memory BFGS updates
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A curvilinear method based on minimal-memory BFGS updates
چکیده انگلیسی
We present a new matrix-free method for the computation of negative curvature directions based on the eigenstructure of minimal-memory BFGS matrices. We determine via simple formulas the eigenvalues of these matrices and we compute the desirable eigenvectors by explicit forms. Consequently, a negative curvature direction is computed in such a way that avoids the storage and the factorization of any matrix. We propose a modification of the L-BFGS method in which no information is kept from old iterations, so that memory requirements are minimal. The proposed algorithm incorporates a curvilinear path and a linesearch procedure, which combines two search directions; a memoryless quasi-Newton direction and a direction of negative curvature. Results of numerical experiments for large scale problems are also presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 217, Issue 2, 15 September 2010, Pages 882-892
نویسندگان
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