Quasi-Newton updates with weighted secant equations

Serge Gratton; V. Malmedy; Philippe Toint

doi:10.1080/10556788.2014.971025

Quasi-Newton updates with weighted secant equations

Serge Gratton, V. Malmedy, Philippe Toint

Namur Institute for Complex Systems

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

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Résumé

We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.

langue originale	Anglais
Pages (de - à)	748-755
Nombre de pages	8
journal	Optimization Methods and Software
Volume	30
Numéro de publication	4
Les DOIs	https://doi.org/10.1080/10556788.2014.971025
Etat de la publication	Publié - 4 juil. 2015

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10.1080/10556788.2014.971025

NTR-09-2013manuscrit soumis, 205 KB

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4 Citations
4 Article

A derivative-free trust-funnel method for equality-constrained nonlinear optimization
Rodrigues Sampaio, P. & Toint, P. L., 1 mai 2015, Dans: Computational Optimization and Applications. 61, 1, p. 25-49 25 p.
Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs
Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
Gratton, S., Malmedy, V. & Toint, P., 1 avr. 2012, Dans: Computational Optimization and Applications. 51, 3, p. 967-979 13 p.
Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

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109 Téléchargements (Pure)
Approximating Hessians in unconstrained optimization arising from discretized problems
Malmedy, V. & Toint, P., 1 sept. 2011, Dans: Computational Optimization and Applications. 50, 1, p. 1-22 22 p.
Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

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114 Téléchargements (Pure)

1 Actif

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
Sartenaer, A. (Co-investigateur) & Toint, P. (Co-investigateur)
1/01/87 → …
Projet: Axe de recherche

1 Participation à un Colloque, une journée d'étude

4th IMA Conference On Linear Algebra And Optimization
Toint, P. (Participant)
3 sept. 2014 → 5 sept. 2014
Activité: Participation ou organisation d'un événement › Participation à un Colloque, une journée d'étude

Hessian approximation in multilevel nonlinear optimization
Malmedy, V. (Auteur), Toint, P. (Promoteur), Sartenaer, A. (Jury), Gratton, S. (Jury), Fuzfa, A. (Jury), DIEHL, M. (Jury) & Lemaitre, A. (Président), 10 sept. 2010
Student thesis: Doc types › Docteur en Sciences

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Contient cette citation

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title = "Quasi-Newton updates with weighted secant equations",

abstract = "We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.",

keywords = "nonlinear optimization, quasi-Newton formulae, secant equations",

author = "Serge Gratton and V. Malmedy and Philippe Toint",

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T1 - Quasi-Newton updates with weighted secant equations

AU - Gratton, Serge

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AU - Toint, Philippe

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N2 - We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.

AB - We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.

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Quasi-Newton updates with weighted secant equations

Résumé

Accès au document

Autres fichiers et liens

Empreinte digitale

Résultat de recherche

A derivative-free trust-funnel method for equality-constrained nonlinear optimization

Using approximate secant equations in limited memory methods for multilevel unconstrained optimization

Approximating Hessians in unconstrained optimization arising from discretized problems

Projets

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

Activités

4th IMA Conference On Linear Algebra And Optimization

Thèses de l'étudiant

Hessian approximation in multilevel nonlinear optimization

Contient cette citation