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Download Free PDF Ebooks Limited Memory Space Dilation and Reduction Algorithms
In this thesis, we present variants of Shor and Zhurbenko�s r-algorithm, motivated by the memoryless and limited memory updates for differentiable quasi-Newton methods. This well known r-algorithm, which employs a space dilation strategy in the direction of the difference between two successive subgradients, is recognized as being one of the most effective procedures for solving nondifferentiable optimization problems. However, the method needs to store the space dilation matrix and update it at every iteration, resulting in a substantial computational burden for large-sized problems.

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Download Free PDF Ebooks Limited Memory Space Dilation and Reduction Algorithms

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