Subspace techniques for nonlinear optimization

Some Topics In Industrial And Applied Mathematics

Volumn , Issue , 2007, Pages 206-218

  Yuan, Ya Xiang ^a  

^a CHINESE ACADEMY OF SCIENCES   (China)

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EID: 63049096485     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812709356_0012     Document Type: Chapter

References (18)

1. O. Burdakov and Y. Yuan, Limited memory trust region methods for solving large scale unconstrained optimization, Preprint, 2002.
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8. T. Steihaug, The conjugate gradient method and trust regions in large scale optimization, SIAM J. Numerical Analysis, 20(1983), pp. 626-637.
9. J. Stoer and Y. Yuan, A subspace study on conjugate gradient algorithms, ZAMM Z. angew. Math. Mech., 75(1995), pp. 69-77.
10. W.Y. Suan and Y. Yuan, Optimization Theory and Mehtods: Nonlinear Programming, Springer Optimization and Its Application, Vol. 1, (Springer, 2006).
11. Ph.L. Toint, Towards an efficient sparsity exploiting Newton method for minimization, in: I. Duff, ed. Sparse Matrices and Their Uses, (Academic Press, 1981), pp. 57-88.
12. J. Vlcek and L. Luksan, New variable metric methods for unconstrained minimization covering the large-scale case, Technical report No. V876, October 2002, Institue of Computer Science, Academy of Sciences of the Czech Republic.
13. Z.H. Wang, Z.W. Wen and Y. Yuan, A subspace trust region method for large scale unconstrained optimization, in: Y. Yuan, ed. Numerical Linear Algebra and Optimization (Science Press, 2004) pp. 265-274.
14. Z.H. Wang and Y. Yuan, A subspace implementation of a quasi-Newton trust region method for unconstrained optimization, Report, ICMSEC, AMSS, Chinese Academy of Sciences, 2004.
15. Y. Yuan, On the least Q-order of convergence of variable metric algorithms, IMA J. Numerical Analysis 4(1984), pp. 233-239.
16. Y. Yuan, A review of trust region algorithms for optimization, in ICM99: Proceedings of the Fourth International Congress on Industrial and Applied Mathematics, J. M. Ball and J. C. R. Hunt, eds., (Oxford University Press, 2000), pp. 271-282.
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18. Y. Yuan, Subspace techniques for nonlinear optimization, talk presented at the International Conference on High Performance Scientific Computing, March 6-10, 2006.