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Efficient methods for large-scale unconstrained optimization. (English) Zbl 1108.90029
Di Pillo, Gianni (ed.) et al., Large-scale nonlinear optimization. Papers based on the presentation at the workshop on large scale nonlinear optimization, Erice, Italy, June 22–July 1, 2004. New York, NY: Springer (ISBN 0-387-30063-5/hbk). Nonconvex Optimization and Its Applications 83, 185-210 (2006).
Summary: This contribution contains a description of efficient methods for large-scale unconstrained optimization. Many of them have been developed recently by the authors. It concerns limited memory methods for general smooth optimization, variable-metric bundle methods for partially separable nonsmooth optimization, hybrid methods for sparse least squares and methods for solving large-scale trust-region subproblems.
For the entire collection see [Zbl 1087.90003].

MSC:
90C06 Large-scale problems in mathematical programming
90C47 Minimax problems in mathematical programming
Software:
L-BFGS; GQTPAR
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