A conjugate direction implementation of the BFGS algorithm with automatic scaling

DOI10.1017/S0334270000006524zbMath0684.65066OpenAlexW2169495530MaRDI QIDQ4734692

Ian D. Coope

Publication date: 1989

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0334270000006524

zbMATH Keywords

unconstrained optimizationparallel processingimplementationconjugate directionsBFGS algorithmautomatic scaling

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Parallel numerical computation (65Y05) Theory of operating systems (68N25)

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