Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631717 | Applied Mathematics and Computation | 2010 | 11 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M.S. Apostolopoulou, D.G. Sotiropoulos, C.A. Botsaris,