| Revista: | Investigación operacional |
| Base de datos: | PERIÓDICA |
| Número de sistema: | 000379193 |
| ISSN: | 0257-4306 |
| Autores: | Griewank, Andreas1 Walther, Andrea1 |
| Instituciones: | 1Technische Universitat Dresden, Institute for Scientific Computing, Dresden, Sajonia. Alemania |
| Año: | 2004 |
| Volumen: | 25 |
| Número: | 2 |
| Paginación: | 137-147 |
| País: | Cuba |
| Idioma: | Inglés |
| Tipo de documento: | Artículo |
| Enfoque: | Analítico, descriptivo |
| Resumen en español | Los métodos quasi-Newton basados en actualizaciones de la secante de bajo rango han sido ampliamente usados por varias décadas para resolver ecuaciones no lineales y problemas de optimización de pequeña o mediana dimensión. La adaptación de estos métodos a la solución de problemas extensos y estructurados no ha sido siempre exitosa |
| Resumen en inglés | For several decades quasi-Newton methods based on low-rank secant updates have been widely applied to many small to medium sized nonlinear equations and optimization problems. Their adaptation to large and structured problems has not always been successful. Were view some convergence results for secant methods and some examples regarding the cost of derivative matrices, report some recent results from a parallel implementation of Broyden's method, and propose an unsymmetric rank -one Jacobian update based on direct and ad joint derivative in formation. It maybe applied in particu lar to Jacobians in constrained optimization, either with full storage or in a limited memory version. We report some numerical results on a discretized second order ODE and conclude with an outlook on future developments |
| Disciplinas: | Matemáticas |
| Palabras clave: | Matemáticas aplicadas, Optimización, Ecuaciones no lineales, Método de Broyden |
| Keyword: | Mathematics, Applied mathematics, Optimization, Nonlinear equations, Broyden's method |
| Texto completo: | Texto completo (Ver PDF) |
