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A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem - MaRDI portal

A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem (Q283997)

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scientific article; zbMATH DE number 6581179
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A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
scientific article; zbMATH DE number 6581179

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    A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem (English)
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    17 May 2016
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    unconstrained optimization
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    limited memory BFGS method
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    Armijo line search
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    global convergence
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    largest eigenvalue problem
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    critical point
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