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math.OC2017
Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations
Oleg Burdakov, Ahmad Kamandi
Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owi…
math.OC2017
A Dense Initialization for Limited-Memory Quasi-Newton Methods
Johannes Brust, Oleg Burdakov, Jennifer B. Erway +1
We consider a family of dense initializations for limited-memory quasi-Newton methods. The proposed initialization exploits an eigendecomposition-based separation of the full space…