Results 261 to 270 of about 681,860 (297)

Quasi-Newton Versions

2003
In this chapter we discuss the quasi-Newton versions of the algorithms presented in chapters 12, 13 and 15. Just as in the case of unconstrained problems (see § 4.4), the quasi-Newton approach is useful when one does not want to compute second order derivatives of the functions defining the optimization problem to solve.
J. Frédéric Bonnans, J. Charles Gilbert, Claude Lemaréchal, Claudia A. Sagastizábal   +3 more
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Quasi—Newton—Verfahren

1999
Dieses Kapitel behandelt die Klasse der sogenannten Quasi—Newton—Verfahren. Diese Verfahren verwenden anstelle der exakten Hesse—Matrix der zu minimierenden Funktion eine geeignete Approximation an diese (und vermeiden damit die haufig sehr aufwendige explizite Berechnung aller zweiten partiellen Ableitungen der Zielfunktion).
Carl Geiger, Christian Kanzow
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A frequency domain quasi-Newton algorithm

Signal Processing, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kostas Berberidis, Jacques Palicot
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Quasi-Newton Methods

2019
The Quasi-Newton methods do not compute the Hessian of nonlinear functions. The Hessian is updated by analyzing successive gradient vectors instead. The Quasi-Newton algorithm was first proposed by William C. Davidon, a physicist while working at Argonne National Laboratory, United States in 1959.
Shashi Kant Mishra, Bhagwat Ram
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Sparse quasi‐Newton LDU updates

International Journal for Numerical Methods in Engineering, 1987
AbstractNumerical solution of a given non‐linear algebraic system of equations by a quasi‐Newton type method requires updating the approximation to the Jacobian at each step. Two methods for large sparse systems are described. The approximation for the Jacobian is factored into an LDU form at the first step, then all the subsequent updates are made to ...
Tewarson, R. P., Yin, Zhang
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Relaxation of Crystals with the Quasi-Newton Method

Journal of Computational Physics, 1997
The authors present a relaxation scheme for crystals with the quasi-Newton method. The method preserves the crystal structure during relaxation. The efficiency of the method is demonstrated for silicon test problems.
Pfrommer, Bernd G., Côté, Michel, Louie, Steven G., Cohen, Marvin L.   +3 more
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Quasi-Newton-Verfahren

1989
In diesem Abschnitt soll ein mathematisch besonders interessanter Weg der Nullstellenbestimmung beschrieben werden. Wir haben bereits in 3.2 gesehen, das die Q-superlinear konvergenten Iterationsverfahren Newton-ahnlich sind. Mit dem gedampften Newtonverfahren haben wir ein global und schnell konvergentes Minimierungsverfahren kennengelernt, bei dem ...
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Cancellation Errors in Quasi-Newton Methods

SIAM Journal on Scientific and Statistical Computing, 1986
Using a probabilistic estimate, the author gives the effect of cancellation on the performance of quasi-Newton methods. First, the author describes and shows that the size of the low rank correction can be measured for the BFGS method. This BFGS method is used to find a local solution \(x^*\) of the problem: minimize f(x), \(x\in {\mathbb{R}}^ n ...
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A quasi-Newton trust-region method

Mathematical Programming, 2004
For nonlinear multivariate unconstrained optimization the quasi-Newton technique is used quite often, especially in those cases where the Hessian is either not known analytically or expensive to compute. E. Michael Gertz offers an approach which is based on the quasi-Newton method, but augmented with a line-search method to find a point that satisfies ...
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Long vectors for quasi-Newton updates

Mathematical Programming, 1986
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