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math.OC2022
Shape-Changing Trust-Region Methods Using Multipoint Symmetric Secant Matrices
Johannes J. Brust, Jennifer B. Erway, Roummel F. Marcia
In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called "shap…
math.OC2022★ 6 cited
Compact representations of structured BFGS matrices
Johannes J. Brust, Zichao, Di +2
For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For pr…