L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family (Q3630033)

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L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family
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    L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family (English)
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    2 June 2009
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    unconstrained optimisation
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    limited memory
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    quasi-Newton methods
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    Davidon-Fletcher-Powell method
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    algorithm
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    numerical examples
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    multiplicative Broyden-fletcher-Goldfarb-Shanno (BFGS) update
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    QN algorithms
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    L-Broyden methods
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    conjugate gradients
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    Shanno scaling
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