Dynamic scaling on the limited memory BFGS method

DOI10.1016/J.EJOR.2014.12.050MaRDI QIDQ319180zbMATHOpenAlexFDO

Authors Fahimeh Biglari

Publication date 6 October 2016

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2014.12.050

zbMATH Keywords

nonlinear programminglarge scale optimizationcolumn scalingequilibrated matrixlimited memory quasi-Newton methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53)

Recommendations

• On the limited memory BFGS method for large scale optimization
• A class of diagonal preconditioners for limited memory BFGS method
• Numerical Experience with Limited-Memory Quasi-Newton and Truncated Newton Methods
• Scaling damped limited-memory updates for unconstrained optimization
• Updating the self-scaling symmetric rank one algorithm with limited memory for large-scale unconstrained optimization

Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• A Comparative Study of Algorithms for Matrix Balancing
• Accuracy and Stability of Numerical Algorithms
• An unconstrained optimization test functions collection
• Benchmarking optimization software with performance profiles.
• Condition numbers and equilibration of matrices
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• Equilibration of Symmetric Matrices in the Max-Norm
• Error Analysis of Direct Methods of Matrix Inversion
• On the limited memory BFGS method for large scale optimization
• The Quasi-Cauchy Relation and Diagonal Updating

Cited in

(8)

• Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology
• Limited-memory BFGS systems with diagonal updates
• A hybrid iterated local search algorithm with adaptive perturbation mechanism by success-history based parameter adaptation for differential evolution (SHADE)
• A class of diagonal preconditioners for limited memory BFGS method
• Diagonal Hessian approximation for limited memory quasi-Newton via variational principle
• Scaling damped limited-memory updates for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• Nonmonotone diagonally scaled limited-memory BFGS methods with application to compressive sensing based on a penalty model

Describes a project that uses

Uses Software

• L-BFGS
• mctoolbox

This page was built for publication: Dynamic scaling on the limited memory BFGS method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q319180)