Adaptive matrix algebras in unconstrained minimization

作者：Cipolla S; Di Fiore C^*; Tudisco F; Zellini P

来源：Linear Algebra and Its Applications, 2015, 471: 544-568.

DOI：10.1016/j.laa.2015.01.010

• Unconstrained minimization
• Quasi-Newton methods
• Matrix algebras
• Iterative procedures

In this paper we study adaptive L((k))QN methods, involving special matrix algebras of low complexity, to solve general (non-structured) unconstrained minimization problems. These methods, which generalize the classical BFGS method, are based on an iterative formula which exploits, at each step, an ad hoc chosen matrix algebra L-(k). A global convergence result is obtained under suitable assumptions on f.

• 出版日期2015-4-15