메뉴 건너뛰기




Volumn 23, Issue 4, 2013, Pages 2150-2168

The limited memory conjugate gradient method

Author keywords

Adaptive method; BFGS; CG DESCENT; L BFGS; L RHR; Limited memory; Limited memory BFGS; Nonlinear conjugate gradients; Reduced Hessian method; Unconstrained optimization

Indexed keywords

ADAPTIVE METHODS; BFGS; CG DESCENT; L-BFGS; L-RHR; LIMITED MEMORY; LIMITED MEMORY BFGS; NONLINEAR CONJUGATE GRADIENT; REDUCED HESSIAN; UNCONSTRAINED OPTIMIZATION;

EID: 84892874375     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/120898097     Document Type: Article
Times cited : (90)

References (28)
  • 1
    • 0001045187 scopus 로고
    • Numerical techniques in mathematical programming
    • J. B. Rosen, O. L. Mangasarian, and K. Ritter, eds., Academic Press, New York
    • R. H. Bartels, G. H. Golub, and M. A. Saunders, Numerical techniques in mathematical programming, in Nonlinear Programming, J. B. Rosen, O. L. Mangasarian, and K. Ritter, eds., Academic Press, New York, 1970, pp. 123-176.
    • (1970) Nonlinear Programming , pp. 123-176
    • Bartels, R.H.1    Golub, G.H.2    Saunders, M.A.3
  • 2
    • 0001531895 scopus 로고
    • Two point step size gradient methods
    • J. Barzilai and J. M. Borwein, Two point step size gradient methods, IMA J. Numer. Anal., 8 (1988), pp. 141-148.
    • (1988) IMA J. Numer. Anal. , vol.8 , pp. 141-148
    • Barzilai, J.1    Borwein, J.M.2
  • 4
    • 84877776602 scopus 로고    scopus 로고
    • A nonlinear conjugate gradient algorithm with an optimal property and an improved Wolfe line search
    • Y. H. Dai and C. X. Kou, A nonlinear conjugate gradient algorithm with an optimal property and an improved Wolfe line search, SIAM J. Optim., 23 (2013), pp. 296-320.
    • (2013) SIAM J. Optim. , vol.23 , pp. 296-320
    • Dai, Y.H.1    Kou, C.X.2
  • 5
    • 0033266804 scopus 로고    scopus 로고
    • A nonlinear conjugate gradient method with a strong global convergence property
    • Y. H. Dai and Y. Yuan, A nonlinear conjugate gradient method with a strong global convergence property, SIAM J. Optim., 10 (1999), pp. 177-182.
    • (1999) SIAM J. Optim. , vol.10 , pp. 177-182
    • Dai, Y.H.1    Yuan, Y.2
  • 6
    • 0035730017 scopus 로고    scopus 로고
    • An efficient hybrid conjugate gradient method for unconstrained optimization
    • Y. H. Dai and Y. Yuan, An efficient hybrid conjugate gradient method for unconstrained optimization, Ann. Oper. Res., 103 (2001), pp. 33-47.
    • (2001) Ann. Oper. Res. , vol.103 , pp. 33-47
    • Dai, Y.H.1    Yuan, Y.2
  • 7
    • 28244496090 scopus 로고    scopus 로고
    • Benchmarking optimization software with performance profiles
    • E. D. Dolan and J. J. Moré, Benchmarking optimization software with performance profiles, Math. Program., 91 (2002), pp. 201-213.
    • (2002) Math. Program. , vol.91 , pp. 201-213
    • Dolan, E.D.1    Moré, J.J.2
  • 8
    • 0000615669 scopus 로고
    • Function minimization by conjugate gradients
    • R. Fletcher and C. Reeves, Function minimization by conjugate gradients, Comput. J., 7 (1964), pp. 149-154.
    • (1964) Comput. J. , vol.7 , pp. 149-154
    • Fletcher, R.1    Reeves, C.2
  • 9
    • 0002824920 scopus 로고
    • Global convergence properties of conjugate gradient methods for optimization
    • J. C. Gilbert and J. Nocedal, Global convergence properties of conjugate gradient methods for optimization, SIAM J. Optim., 2 (1992), pp. 21-42.
    • (1992) SIAM J. Optim. , vol.2 , pp. 21-42
    • Gilbert, J.C.1    Nocedal, J.2
  • 10
    • 0036344538 scopus 로고    scopus 로고
    • Reduced-Hessian quasi-Newton methods for unconstrained optimization
    • P. E. Gill and M. W. Leonard, Reduced-Hessian quasi-Newton methods for unconstrained optimization, SIAM J. Optim., 12 (2001), pp. 209-237.
    • (2001) SIAM J. Optim. , vol.12 , pp. 209-237
    • Gill, P.E.1    Leonard, M.W.2
  • 11
    • 2442519470 scopus 로고    scopus 로고
    • Limited memory reduced-Hessian methods for large-scale unconstrained optimization
    • P. E. Gill and M. W. Leonard, Limited memory reduced-Hessian methods for large-scale unconstrained optimization, SIAM J. Optim., 14 (2003), pp. 380-401.
    • (2003) SIAM J. Optim. , vol.14 , pp. 380-401
    • Gill, P.E.1    Leonard, M.W.2
  • 12
    • 0004236492 scopus 로고
    • 2nd ed., Johns Hopkins University Press, Baltimore, MD
    • G. H. Golub and C. Van Loan, Matrix Computations, 2nd ed., Johns Hopkins University Press, Baltimore, MD, 1989.
    • (1989) Matrix Computations
    • Golub, G.H.1    Van Loan, C.2
  • 13
    • 33144465578 scopus 로고    scopus 로고
    • A new conjugate gradient method with guaranteed descent and an efficient line search
    • W. W. Hager and H. Zhang, A new conjugate gradient method with guaranteed descent and an efficient line search, SIAM J. Optim., 16 (2005), pp. 170-192.
    • (2005) SIAM J. Optim. , vol.16 , pp. 170-192
    • Hager, W.W.1    Zhang, H.2
  • 14
    • 33745245573 scopus 로고    scopus 로고
    • Algorithm 851: CG DESCENT, a conjugate gradient method with guaranteed descent
    • W. W. Hager and H. Zhang, Algorithm 851: CG DESCENT, a conjugate gradient method with guaranteed descent, ACM Trans. Math. Software, 32 (2006), pp. 113-137.
    • (2006) ACM Trans. Math. Software , vol.32 , pp. 113-137
    • Hager, W.W.1    Zhang, H.2
  • 15
    • 33745276908 scopus 로고    scopus 로고
    • A survey of nonlinear conjugate gradient methods
    • W. W. Hager and H. Zhang, A survey of nonlinear conjugate gradient methods, Pacific J. Optim., 2 (2006), pp. 35-58.
    • (2006) Pacific J. Optim. , vol.2 , pp. 35-58
    • Hager, W.W.1    Zhang, H.2
  • 16
    • 33646887390 scopus 로고
    • On the limited memory BFGS method for large scale optimization
    • D. C. Liu and J. Nocedal, On the limited memory BFGS method for large scale optimization, Math. Program., 45 (1989), pp. 503-528.
    • (1989) Math. Program. , vol.45 , pp. 503-528
    • Liu, D.C.1    Nocedal, J.2
  • 18
    • 0028511736 scopus 로고
    • Line search algorithms with guaranteed sufficient decrease
    • J. J. Moré and D. J. Thuente, Line search algorithms with guaranteed sufficient decrease, ACM Trans. Math. Software, 20 (1994), pp. 286-307.
    • (1994) ACM Trans. Math. Software , vol.20 , pp. 286-307
    • Moré, J.J.1    Thuente, D.J.2
  • 20
    • 84966262179 scopus 로고
    • Updating quasi-Newton matrices with limited storage
    • J. Nocedal, Updating quasi-Newton matrices with limited storage, Math. Comp., 35 (1980), pp. 773-782.
    • (1980) Math. Comp. , vol.35 , pp. 773-782
    • Nocedal, J.1
  • 22
    • 33646334261 scopus 로고
    • Technical report 269, Center for Mathematical Studies in Economics and Management Science, Northwestern University, Evanston, IL
    • J. M. Perry, A Class of Conjugate Gradient Algorithms with a Two Step Variable Metric Memory, Technical report 269, Center for Mathematical Studies in Economics and Management Science, Northwestern University, Evanston, IL, 1977.
    • (1977) A Class of Conjugate Gradient Algorithms with A Two Step Variable Metric Memory
    • Perry, J.M.1
  • 23
    • 0022915175 scopus 로고
    • Convergence properties of algorithms for nonlinear optimization
    • M. J. D. Powell, Convergence properties of algorithms for nonlinear optimization, SIAM Rev., 28 (1986), pp. 487-500.
    • (1986) SIAM Rev. , vol.28 , pp. 487-500
    • Powell, M.J.D.1
  • 24
    • 0013495873 scopus 로고
    • On the convergence of a new conjugate gradient algorithm
    • D. F. Shanno, On the convergence of a new conjugate gradient algorithm, SIAM J. Numer. Anal., 15 (1978), pp. 1247-1257.
    • (1978) SIAM J. Numer. Anal. , vol.15 , pp. 1247-1257
    • Shanno, D.F.1
  • 25
    • 0028480630 scopus 로고
    • Modifying the BFGS update by a new column scaling technique
    • D. Siegel, Modifying the BFGS update by a new column scaling technique, Math. Program., 66 (1993), pp. 48-78.
    • (1993) Math. Program. , vol.66 , pp. 48-78
    • Siegel, D.1
  • 27
    • 0014492147 scopus 로고
    • Convergence conditions for ascent methods
    • P. Wolfe, Convergence conditions for ascent methods, SIAM Rev., 11 (1969), pp. 226-235.
    • (1969) SIAM Rev. , vol.11 , pp. 226-235
    • Wolfe, P.1
  • 28
    • 0001796942 scopus 로고
    • Convergence conditions for ascent methods II: Some corrections
    • P. Wolfe, Convergence conditions for ascent methods II: Some corrections, SIAM Rev., 13 (1971), pp. 185-188.
    • (1971) SIAM Rev. , vol.13 , pp. 185-188
    • Wolfe, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.