التفاصيل البيبلوغرافية
| العنوان: |
Compact representations of structured BFGS matrices |
| المؤلفون: |
Johannes J. Brust, Zichao, Di, Sven Leyffer, Cosmin G. Petra |
| المصدر: |
arXiv.org, Papers. |
| الوصف: |
For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, so-called structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. This article develops the compact representations of two structured Broyden-Fletcher-Goldfarb-Shanno update formulas. The compact representations enable efficient limited memory and initialization strategies. Two limited memory line search algorithms are described and tested on a collection of problems, including a real world large scale imaging application. |
| Original Identifier: |
2208.00057 |
| نوع الوثيقة: |
redif-paper |
| اللغة: |
English |
| الإتاحة: |
https://ideas.repec.org/p/arx/papers/2208.00057.html |
| رقم الأكسشن: |
edsrep.p.arx.papers.2208.00057 |
| قاعدة البيانات: |
RePEc |
