A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions

2019 ◽  
Vol 351 ◽  
pp. 14-28 ◽  
Author(s):  
Jan Vlček ◽  
Ladislav Lukšan
Keyword(s):  
Optimization Method ◽  
Conjugate Directions ◽  
Memory Optimization ◽  
Limited Memory

A New Type of Optimization Method Based on Conjugate Directions

2013 ◽  
Vol 347-350 ◽  
pp. 3029-3034
Author(s):  
Xin Pan
Keyword(s):  
Large Scale ◽  
Line Search ◽  
Optimization Method ◽  
New Method ◽  
Conjugate Directions ◽  
Exact Line Search ◽  
Large Scale Problems ◽  
New Type ◽  
Quadratic Termination

A new type of optimization method based on conjugate directions is proposed in this paper. It can be proved that this type of method has quadratic termination property without exact line search. The new method requires only the storage of 4 vectors such that it is suitable for large scale problems. Numerical experiences show that the new method is effective.

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