Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm

DOI10.1007/S40314-020-1089-9zbMath1449.65123OpenAlexW3004802997MaRDI QIDQ2176186

Yunlong Wang, Wenjuan Xue, Chungen Shen, Changxing Fan

Publication date: 4 May 2020

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-020-1089-9

zbMATH Keywords

dual problemglobal convergenceL-BFGSactive setmatrix approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (5)

A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices ⋮ Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model ⋮ Limited memory BFGS method for least squares semidefinite programming with banded structure ⋮ An accelerated active-set algorithm for a quadratic semidefinite program with general constraints ⋮ Diagonally scaled memoryless quasi-Newton methods with application to compressed sensing

Uses Software

• L-BFGS
• FEAST
• TRON
• KELLEY
• LBFGS-B

Cites Work

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