Dynamic scaling on the limited memory BFGS method

DOI10.1016/j.ejor.2014.12.050zbMath1346.90817OpenAlexW2026378042MaRDI QIDQ319180

Fahimeh Biglari

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.12.050

zbMATH Keywords

nonlinear programminglarge scale optimizationcolumn scalingequilibrated matrixlimited memory quasi-Newton methods

Mathematics Subject Classification ID

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

Related Items (2)

Scaling damped limited-memory updates for unconstrained optimization ⋮ A hybrid iterated local search algorithm with adaptive perturbation mechanism by success-history based parameter adaptation for differential evolution (SHADE)

Uses Software

• L-BFGS
• mctoolbox

Cites Work

• On the limited memory BFGS method for large scale optimization
• Condition numbers and equilibration of matrices
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• A Comparative Study of Algorithms for Matrix Balancing
• Error Analysis of Direct Methods of Matrix Inversion
• The Quasi-Cauchy Relation and Diagonal Updating
• Accuracy and Stability of Numerical Algorithms
• Equilibration of Symmetric Matrices in the Max-Norm
• Benchmarking optimization software with performance profiles.
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