| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1007/BF01589113 |
| Some numerical experiments with variable-storage quasi-Newton algorithms. | |
| Gilbert J-C; Lemarechal C | |
| 发表日期 | 1989 |
| 出处 | Mathematical Programming 45 (1-3): 407-435 |
| 出版年 | 1989 |
| 语种 | 英语 |
| 摘要 | This paper describes some numerical experiments with variable-storage quasi-Newton methods for the optimization of some large-scale models (coming from fluid mechanics and molecular biology). In addition to assessing these kinds of methods in real-life situations, we compare an algorithm of A. Buckley with a proposal by J. Nocedal. The latter seems generally superior, provided that careful attention is given to some nontrivial implementation aspects, which concern the general question of properly initializing a quasi-Newton matrix. In this context, we find it appropriate to use a diagonal matrix, generated by an update of the identity matrix, so as to fit the Rayleigh ellipsoid of the local Hessian in the direction of the change in the gradient. Also, a variational derivation of some rank one and rank two updates in Hilbert spaces is given |
| 主题 | System and Decision Sciences - Core (SDS) |
| 关键词 | Conjugate gradient diagonal updates Hilbert spaces large-scale problems limited memory numerical experiments unconstrained optimization variable-metric algorithms variablestorage |
| URL | http://pure.iiasa.ac.at/id/eprint/12798/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127061 |
| 推荐引用方式 GB/T 7714 | Gilbert J-C,Lemarechal C. Some numerical experiments with variable-storage quasi-Newton algorithms.. 1989. |
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