Approximate invariant subspaces and quasi-Newton optimization methods

Serge Gratton; P.L. Toint

doi:10.1080/10556780902992746

Approximate invariant subspaces and quasi-Newton optimization methods

Serge Gratton, P.L. Toint

Résultats de recherche: Contribution à un journal/une revue › Article

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Résumé

New approximate secant equations are shown to result from the knowledge of (problem dependent) invariant subspace information, which in turn suggests improvements in quasi-Newton methods for unconstrained minimization. A new limited-memory Broyden-Fletcher-Goldfarb-Shanno using approximate secant equations is then derived and its encouraging behaviour illustrated on a small collection of multilevel optimization examples. The smoothing properties of this algorithm are considered next, and automatic generation of approximate eigenvalue information demonstrated. The use of this information for improving algorithmic performance is finally investigated on the same multilevel examples. © 2010 Taylor & Francis.

langue originale	Anglais
Pages (de - à)	507-529
Nombre de pages	23
journal	Optimization Methods and Software
Volume	25
Numéro de publication	4
Les DOIs	https://doi.org/10.1080/10556780902992746
Etat de la publication	Publié - 1 août 2010

Accès au document

10.1080/10556780902992746

gt17_OMSAccepted author manuscript, 537 KB

Link to publication in Scopus

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Projets

1 Terminé
1 Actif

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

SARTENAER, A. & TOINT, P.

1/01/87 → …

Projet: Axe de recherche

Optimisation multi-échelle non-linéaire

SARTENAER, A., TOINT, P., Malmedy, V., Tomanos, D. & Weber Mendonca, M.

1/07/04 → 31/07/11

Projet: Recherche

Activités

1 Présentation orale
1 Recherche/Enseignement dans une institution externe

Institut National Polytechnique de Toulouse

Philippe Toint (Chercheur visiteur)

2017 → 2019

Activité: Types de Visite d'une organisation externe › Recherche/Enseignement dans une institution externe

Data Assimilation for Weather Forecasting: Reducing the Curse of Dimensionality

Philippe Toint (Orateur invité)

1 déc. 2015

Activité: Types de discours ou de présentation › Présentation orale

Contient cette citation

Gratton, S., & Toint, P. L. (2010). Approximate invariant subspaces and quasi-Newton optimization methods. Optimization Methods and Software, 25(4), 507-529. https://doi.org/10.1080/10556780902992746

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