ICCOPT 2013 Talk, Auditorium B, Tuesday, July 30, 11:30-13:00

 Speaker: Jennifer B. Erway, Wake Forest University, USA
 Title: A new L-BFGS trust-region subproblem solver
 Co-authors: Roummel F. Marcia

 Abstract:
Scientific Program

The More ´-Sorensen sequential (MSS) method computes the minimizer of a quadratic function defined by a limited-memory BFGS matrix subject to a two-norm trust-region constraint. This solver is an adaptation of the More ´-Sorensen direct method into an L-BFGS setting for large-scale optimization. The MSS method is a matrix-free iterative method that makes use of a recently proposed stable fast direct method for solving large shifted BFGS systems of equations. Numerical results will be presented.


 Talk in: Organized Session Tue.A.AB Nonlinear optimization IV
 Cluster: Nonlinear optimization


 Go to: Tue.A
 Go to: unframed Scientific Program

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