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

Serge Gratton; Vincent Malmedy; Philippe Toint

doi:10.1007/s10589-011-9393-3

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

Serge Gratton, Vincent Malmedy, Philippe Toint

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

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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
Pages (de - à)	967-979
Nombre de pages	13
journal	Computational Optimization and Applications
Volume	51
Numéro de publication	3
Les DOIs	https://doi.org/10.1007/s10589-011-9393-3
état	Publié - 1 avr. 2012

Empreinte digitale

Limited Memory Method

Conjugate gradient method

Unconstrained Optimization

Newton-Raphson method

Chord or secant line

Data storage equipment

Quasi-Newton Method

Line Search

Conjugate Gradient Method

Recommendations

Industry

Objective function

Discretization

Experiments

Numerical Experiment

Optimization Problem

Grid

Citer ceci

Gratton, S., Malmedy, V., & Toint, P. (2012). Using approximate secant equations in limited memory methods for multilevel unconstrained optimization. Computational Optimization and Applications, 51(3), 967-979. https://doi.org/10.1007/s10589-011-9393-3

Gratton, Serge ; Malmedy, Vincent ; Toint, Philippe. / Using approximate secant equations in limited memory methods for multilevel unconstrained optimization. Dans: Computational Optimization and Applications. 2012 ; Vol 51, Numéro 3. p. 967-979.

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Gratton, S, Malmedy, V & Toint, P 2012, 'Using approximate secant equations in limited memory methods for multilevel unconstrained optimization', Computational Optimization and Applications, VOL. 51, Numéro 3, p. 967-979. https://doi.org/10.1007/s10589-011-9393-3

Using approximate secant equations in limited memory methods for multilevel unconstrained optimization. / Gratton, Serge; Malmedy, Vincent ; Toint, Philippe.

Dans: Computational Optimization and Applications, Vol 51, Numéro 3, 01.04.2012, p. 967-979.

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

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