✦ LIBER ✦

Low complexity secant quasi-Newton minimization algorithms for nonconvex functions

✍ Scribed by Carmine Di Fiore; Stefano Fanelli; Paolo Zellini

Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 205 KB
Volume: 210
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2006.10.060

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✦ Synopsis

In this work some interesting relations between results on basic optimization and algorithms for nonconvex functions (such as BFGS and secant methods) are pointed out. In particular, some innovative tools for improving our recent secant BFGS-type and LQN algorithms are described in detail.