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A Practical Algorithm for General Large Scale Nonlinear Optimization Problems

✍ Scribed by Boggs, Paul T.; Kearsley, Anthony J.; Tolle, Jon W.


Book ID
118205128
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
420 KB
Volume
9
Category
Article
ISSN
1052-6234

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Multi-step, multi-directional parallel variable metric (PVM) methods for unconstrained optimization problems are presented in this paper. These algorithms generate several VM directions at each iteration, dierent line search and scaling strategies are then applied in parallel along each search direc