### Abstract

Language | English |
---|---|

Pages | 544-568 |

Number of pages | 25 |

Journal | Linear Algebra and its Applications |

Volume | 471 |

DOIs | |

Publication status | Published - 30 Jan 2015 |

### Fingerprint

### Keywords

- unconstrained minimisation
- unconstrained minimization
- quasi-Newton BFGS method
- matrix algebras
- iterative algorithm
- convergence

### Cite this

*Linear Algebra and its Applications*,

*471*, 544-568. https://doi.org/10.1016/j.laa.2015.01.010

}

*Linear Algebra and its Applications*, vol. 471, pp. 544-568. https://doi.org/10.1016/j.laa.2015.01.010

**Adaptive matrix algebras in unconstrained minimization.** / Cipolla, Stefano; Di Fiore, Carmine; Tudisco, Francesco; Zellini, Paolo.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Adaptive matrix algebras in unconstrained minimization

AU - Cipolla, Stefano

AU - Di Fiore, Carmine

AU - Tudisco, Francesco

AU - Zellini, Paolo

PY - 2015/1/30

Y1 - 2015/1/30

N2 - In this paper we study adaptive L(k)QN methods, involving special matrix algebras of low complexity, to solve general (non-structured) unconstrained minimization problems. These methods, which generalize the classical BFGS method, are based on an iterative formula which exploits, at each step, an ad hoc chosen matrix algebra L(k). A global convergence result is obtained under suitable assumptions on f.

AB - In this paper we study adaptive L(k)QN methods, involving special matrix algebras of low complexity, to solve general (non-structured) unconstrained minimization problems. These methods, which generalize the classical BFGS method, are based on an iterative formula which exploits, at each step, an ad hoc chosen matrix algebra L(k). A global convergence result is obtained under suitable assumptions on f.

KW - unconstrained minimisation

KW - unconstrained minimization

KW - quasi-Newton BFGS method

KW - matrix algebras

KW - iterative algorithm

KW - convergence

U2 - 10.1016/j.laa.2015.01.010

DO - 10.1016/j.laa.2015.01.010

M3 - Article

VL - 471

SP - 544

EP - 568

JO - Linear Algebra and its Applications

T2 - Linear Algebra and its Applications

JF - Linear Algebra and its Applications

SN - 0024-3795

ER -