Some numerical experiments with variable-storage quasi-Newton algorithms

DOI10.1007/BF01589113zbMath0694.90086OpenAlexW2130844535WikidataQ94868243 ScholiaQ94868243MaRDI QIDQ909585

Claude Lemaréchal, Gilbert, Jean Charles

Publication date: 1989

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01589113

zbMATH Keywords

unconstrained optimizationnumerical experimentsHilbert spacesconjugate gradientdiagonal matrixdiagonal updateslarge-scale modelsRayleigh ellipsoidvariable-metric algorithmsvariable-storage quasi-Newton methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05)

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Uses Software

• BBVSCG
• L-BFGS

Cites Work

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