Extra multistep BFGS updates in quasi-Newton methods

DOI10.1155/IJMMS/2006/12583zbMath1127.90077OpenAlexW2077378235MaRDI QIDQ884227

I. A. Moghrabi

Publication date: 13 June 2007

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53625

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)

Uses Software

• L-BFGS

Cites Work

• On the limited memory BFGS method for large scale optimization
• Parallel quasi-Newton methods for unconstrained optimization
• On the use of function-values in unconstrained optimisation
• Multi-step quasi-Newton methods for optimization
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Matrix conditioning and nonlinear optimization
• A Family of Variable-Metric Methods Derived by Variational Means
• Conditioning of Quasi-Newton Methods for Function Minimization
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