A class of diagonal preconditioners for limited memory BFGS method

DOI10.1080/10556788.2011.653356MaRDI QIDQ4924122zbMATH OpenOpenAlexFDO

Authors W. J. Leong, Chuei Yee Chen

Publication date 30 May 2013

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL http://psasir.upm.edu.my/id/eprint/29993/1/A%20class%20of%20diagonal%20preconditioners%20for%20limited%20memory%20BFGS%20method.pdf

zbMATH Keywords

convergencenumerical resultspreconditioninglimited memory BFGS methodlarge-scale optimizationdiagonal updatingBroyden-Fletcher-Goldforb-Shanno methodweak-quasi-Newton equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Preconditioners for iterative methods (65F08) Methods of reduced gradient type (90C52)

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 1552015 (Why is no real title available?)
• A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
• Automatic Preconditioning by Limited Memory Quasi-Newton Updating
• CUTE
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• Evaluation of Large-scale Optimization Problems on Vector and Parallel Architectures
• Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology
• On the behaviour of a combined extra-updating/self-scaling BFGS method
• On the limited memory BFGS method for large scale optimization
• Optimal conditioning of self-scaling variable Metric algorithms
• Partitioned variable metric updates for large structured optimization problems
• Sizing and Least-Change Secant Methods
• Some numerical experiments with variable-storage quasi-Newton algorithms
• Testing Unconstrained Optimization Software
• The Quasi-Cauchy Relation and Diagonal Updating

Cited in

(7)

• A structured L-BFGS method with diagonal scaling and its application to image registration
• Dynamic scaling on the limited memory BFGS method
• Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology
• Diagonal BFGS updates and applications to the limited memory BFGS method
• Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics
• On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides
• On diagonally-preconditioning the 2-step BFGS method with accumulated steps for linearly constrained nonlinear programming

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Uses Software

• minpack

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