ICCOPT 2013 Talk, Auditorium B, Wednesday, July 31, 16:30-18:00

 Speaker: Roummel F. Marcia, University of California, Merced, USA
 Title: On solving L-BFGS trust-region subproblems
 Co-authors: Jennifer B. Erway

 Abstract:
Scientific Program

We present a new method called the More-Sorensen Sequential (MSS) method for computing 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 a L-BFGS setting for large-scale optimization. The MSS method uses a recently proposed fast direct method for solving large shifted BFGS systems of equations.


 Talk in: Organized Session Wed.C.AB Nonlinear optimization and applications I
 Cluster: Nonlinear optimization


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 Go to: unframed Scientific Program

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