Global Convergence Of The Partitioned BFGS Algorithm For Convex Partially Separable Optimization.

Ph.L. Toint

Global Convergence Of The Partitioned BFGS Algorithm For Convex Partially Separable Optimization.

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Résumé

Global convergence is proved for a partitioned BFGS algorithm, when applied on a partially separable problem with a convex decomposition. This case covers a known practical optimization method for large dimensional unconstrained problems. Inexact solution of the linear system defining the search direction and variants of the steplength rule are also shown to be acceptable without affecting the global convergence properties.

langue originale	Anglais
Pages (de - à)	290-306
Nombre de pages	17
journal	Mathematical Programming
Volume	36
Numéro de publication	3
Etat de la publication	Publié - 1 déc. 1986

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abstract = "Global convergence is proved for a partitioned BFGS algorithm, when applied on a partially separable problem with a convex decomposition. This case covers a known practical optimization method for large dimensional unconstrained problems. Inexact solution of the linear system defining the search direction and variants of the steplength rule are also shown to be acceptable without affecting the global convergence properties.",

author = "Ph.L. Toint",

year = "1986",

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AB - Global convergence is proved for a partitioned BFGS algorithm, when applied on a partially separable problem with a convex decomposition. This case covers a known practical optimization method for large dimensional unconstrained problems. Inexact solution of the linear system defining the search direction and variants of the steplength rule are also shown to be acceptable without affecting the global convergence properties.

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Global Convergence Of The Partitioned BFGS Algorithm For Convex Partially Separable Optimization.

Résumé

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ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

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