Diagonal BFGS updates and applications to the limited memory BFGS method

DOI10.1007/s10589-022-00353-3zbMath1487.90607OpenAlexW4213184394MaRDI QIDQ2114834

Xiaozhou Wang, Jiajian Huang, Dong-hui Li

Publication date: 15 March 2022

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-022-00353-3

zbMATH Keywords

L-BFGS methodBB methoddiagonal quasi-Newton updates

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (2)

Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model ⋮ Proximal quasi-Newton method for composite optimization over the Stiefel manifold

Uses Software

• L-BFGS
• CUTEst
• minFunc

Cites Work

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