Generalizations of the limited-memory BFGS method based on the quasi-product form of update

DOI10.1016/J.CAM.2012.09.027zbMath1279.65080OpenAlexW1994701440MaRDI QIDQ1931787

Ladislav Lukšan, Jan Vlček

Publication date: 16 January 2013

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2012.09.027

zbMATH Keywords

algorithmsglobal convergencenumerical resultsvariable metric methodsunconstrained minimizationquasi-Newton methodslimited-memory methodsBroyden class updateslimited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) methodStrang recurrences

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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