A conjugate directions approach to improve the limited-memory BFGS method

DOI10.1016/j.amc.2012.06.042zbMath1288.90095OpenAlexW2003356245MaRDI QIDQ2449186

Ladislav Lukšan, Jan Vlček

Publication date: 7 May 2014

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

Full work available at URL: http://www.nusl.cz/ntk/nusl-55823

zbMATH Keywords

numerical resultsvariable metric methodsunconstrained minimizationconjugate directionslimited-memory methodsthe BFGS update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (5)

A modified limited-memory BNS method for unconstrained minimization based on the conjugate directions idea ⋮ Preconditioned nonlinear conjugate gradient methods based on a modified secant equation ⋮ A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions ⋮ Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization ⋮ Two limited-memory optimization methods with minimum violation of the previous secant conditions

Uses Software

• L-BFGS
• CUTEr
• ve08
• CUTE

Cites Work

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• On the limited memory BFGS method for large scale optimization
• Variable metric methods for unconstrained optimization and nonlinear least squares
• Local convergence analysis for partitioned quasi-Newton updates
• Updating Quasi-Newton Matrices with Limited Storage
• Numerical Optimization
• CUTE
• Benchmarking optimization software with performance profiles.

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