A compact limited memory method for large scale unconstrained optimization
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Publication:869145
DOI10.1016/j.ejor.2006.02.045zbMath1114.90072OpenAlexW2071608714MaRDI QIDQ869145
Publication date: 26 February 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.02.045
nonlinear programmingBFGS updatelarge scale optimizationlimited memory quasi-Newton methodmodified quasi-Newton equation
Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)
Related Items (4)
Global convergence of a modified limited memory BFGS method for non-convex minimization ⋮ A regularized limited memory BFGS method for nonconvex unconstrained minimization ⋮ A Newton-like trust region method for large-scale unconstrained nonconvex minimization ⋮ The new spectral conjugate gradient method for large-scale unconstrained optimisation
Uses Software
Cites Work
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- Updating Quasi-Newton Matrices with Limited Storage
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- Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
- Automatic Preconditioning by Limited Memory Quasi-Newton Updating
- Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
- A survey of quasi-Newton equations and quasi-Newton methods for optimization
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