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Limited-memory variable metric methods based on invariant matrices. (English) Zbl 1201.65105

Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 14. Proceedings of the seminar, Dolní Maxov, Czech Republic, June 1–6, 2008. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics (ISBN 978-80-85823-55-4). 226-231 (2008).
From the introduction: We present a new family of limited-memory variationally-derived variable metric line search methods with quadratic termination property for unconstrained minimization.
For the entire collection see [Zbl 1194.65013].

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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