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

DOI10.1007/s00186-015-0527-8zbMath1336.90088OpenAlexW2214007837MaRDI QIDQ283997

Guanyu Yang, Zhanwen Shi, Yun-hai Xiao

Publication date: 17 May 2016

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-015-0527-8

zbMATH Keywords

unconstrained optimizationglobal convergencecritical pointArmijo line searchlargest eigenvalue problemlimited memory BFGS method

Mathematics Subject Classification ID

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

Related Items

A hybrid iterated local search algorithm with adaptive perturbation mechanism by success-history based parameter adaptation for differential evolution (SHADE), A limited memory \(q\)-BFGS algorithm for unconstrained optimization problems

Uses Software

• Matlab
• L-BFGS
• eigs
• JDQR
• SparseMatrix
• JDQZ
• CUTE

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