Article ID Journal Published Year Pages File Type
4643492 Journal of Computational and Applied Mathematics 2006 26 Pages PDF
Abstract

A new family of numerically efficient full-memory variable metric or quasi-Newton methods for unconstrained minimization is given, which give simple possibility to derive related limited-memory methods. Global convergence of the methods can be established for convex sufficiently smooth functions. Numerical experience by comparison with standard methods is encouraging.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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