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Quasi-Newton methods without projections for unconstrained minimization. (English) Zbl 0514.65047


MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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References:

[1] W. C. Davidon: Optimally conditioned optimization algorithms without line searches. Math. Programming 9 (1975), 1, 1-30. · Zbl 0328.90055
[2] J. E. Dennis H. H. W. Mei: An Unconstrained Optimization Algorithm which Uses Function and Gradient Values. Res. Rept. No. TR 75-246, Dept. of Computer Sci., Cornell University, Ithaca 1975.
[3] S. Hoshino: A formulation of variable metric methods. J. Inst. Math. Appl. 10 (1972), 3 394-403. · Zbl 0258.65065
[4] L. Lukšan: Software package for optimization and nonlinear approximation. Proc. of 2nd IFAC/IFIP Symposium on software for computer control, Prague 1979.
[5] L. Lukšan: New combined method for unconstrained minimization. Computing 28 (1982), 2, 155-169. · Zbl 0464.49022
[6] L. Lukšan: Quasi-Newton methods without projections for linearly constrained minimization. Kybernetika 18 (1982), 4, 307-319. · Zbl 0514.65048
[7] G. W. Stewart: A modification of Davidon’s minimization method to accept difference approximation of derivatives. J. Assoc. Comput. Mach. 14 (1967), 1, 72-83. · Zbl 0239.65056
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