Shifted L-BFGS systems

DOI10.1080/10556788.2014.894045zbMath1300.90066arXiv1209.5141OpenAlexW1995836085MaRDI QIDQ2926066

Roummel F. Marcia, Vibhor Jain, Jennifer B. Erway

Publication date: 29 October 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.5141

zbMATH Keywords

numerical linear algebraquasi-Newton methodslimited-memory BFGSSherman-Morrison-Woodbury formula

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Methods of quasi-Newton type (90C53) Direct numerical methods for linear systems and matrix inversion (65F05) Linear equations (linear algebraic aspects) (15A06)

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On efficiently combining limited-memory and trust-region techniques, Regularization of limited memory quasi-Newton methods for large-scale nonconvex minimization, Algorithm 943

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