A numerical study of limited memory BFGS methods

DOI10.1016/S0893-9659(01)00162-8zbMath1175.90419OpenAlexW1996525837MaRDI QIDQ1861792

José Luis Morales

Publication date: 10 March 2003

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(01)00162-8

zbMATH Keywords

quasi-Newton methodslimited memory methodBFGS formula

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)

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Uses Software

• SNOPT
• L-BFGS
• CUTEr
• CUTE

Cites Work

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• Updating Quasi-Newton Matrices with Limited Storage
• Numerical Optimization
• CUTE
• Line search algorithms with guaranteed sufficient decrease
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization