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Résumé
The properties of multilevel optimization problems defined on a hierarchy of discretization grids can be used to define approximate secant equations, which describe the second-order behavior of the objective function. Following earlier work by Gratton and Toint (2009) we introduce a quasi-Newton method (with a linesearch) and a nonlinear conjugate gradient method that both take advantage of this new second-order information. We then present numerical experiments with these methods and formulate recommendations for their practical use. © Springer Science+Business Media, LLC 2011.
langue originale | Anglais |
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Pages (de - à) | 967-979 |
Nombre de pages | 13 |
journal | Computational Optimization and Applications |
Volume | 51 |
Numéro de publication | 3 |
Les DOIs | |
Etat de la publication | Publié - 1 avr. 2012 |
Empreinte digitale Examiner les sujets de recherche de « Using approximate secant equations in limited memory methods for multilevel unconstrained optimization ». Ensemble, ils forment une empreinte digitale unique.
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