L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family

DOI10.1080/00207160701656749zbMath1165.65032OpenAlexW2005117055MaRDI QIDQ3630033

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Publication date: 2 June 2009

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a793315139

zbMATH Keywords

algorithmnumerical examplesconjugate gradientsquasi-Newton methodslimited memoryunconstrained optimisationDavidon-Fletcher-Powell methodL-Broyden methodsmultiplicative Broyden-fletcher-Goldfarb-Shanno (BFGS) updateQN algorithmsShanno scaling

Mathematics Subject Classification ID

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

Related Items (1)

A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy

Uses Software

• L-BFGS

Cites Work

• On the limited memory BFGS method for large scale optimization
• A projection method for the uncapacitated facility location problem
• Numerical comparison of several variable metric algorithms
• Representations of quasi-Newton matrices and their use in limited memory methods
• Updating the self-scaling symmetric rank one algorithm with limited memory for large-scale unconstrained optimization
• QN-like variable storage conjugate gradients
• Algorithm 630
• Optimal conditioning of self-scaling variable Metric algorithms
• Matrix conditioning and nonlinear optimization
• Restart procedures for the conjugate gradient method
• BFGS with Update Skipping and Varying Memory
• Remark on algorithm 630
• A new approach to symmetric rank-one updating

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