A limited memory BFGS-type method for large-scale unconstrained optimization

DOI10.1016/j.camwa.2008.01.028zbMath1155.90441OpenAlexW1968874483MaRDI QIDQ1004767

Yun-hai Xiao, Zeng-xin Wei, Zhi Guo Wang

Publication date: 12 March 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.01.028

zbMATH Keywords

unconstrained optimizationlarge-scale optimizationquasi-Newton methodlimited memory BFGS method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items (17)

Another three-term conjugate gradient method close to the memoryless BFGS for large-scale unconstrained optimization problems ⋮ A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem ⋮ A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems ⋮ A new adaptive trust region algorithm for optimization problems ⋮ A hybrid iterated local search algorithm with adaptive perturbation mechanism by success-history based parameter adaptation for differential evolution (SHADE) ⋮ Global convergence of a modified limited memory BFGS method for non-convex minimization ⋮ A simple sufficient descent method for unconstrained optimization ⋮ Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions ⋮ A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems ⋮ A new method with sufficient descent property for unconstrained optimization ⋮ A family of quasi-Newton methods for unconstrained optimization problems ⋮ A regularized limited memory BFGS method for nonconvex unconstrained minimization ⋮ A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs ⋮ Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization ⋮ Notes on the Dai-Yuan-Yuan modified spectral gradient method ⋮ A limited memory \(q\)-BFGS algorithm for unconstrained optimization problems ⋮ Nonlinear conjugate gradient methods with sufficient descent condition for large-scale unconstrained optimization

Uses Software

• L-BFGS
• tn

Cites Work

• Unnamed Item
• Unnamed Item
• On the limited memory BFGS method for large scale optimization
• New quasi-Newton equation and related methods for unconstrained optimization
• The BFGS method with exact line searches fails for non-convex objective functions
• A survey of truncated-Newton methods
• The superlinear convergence of a modified BFGS-type method for unconstrained optimization
• Global convergence of a modified Fletcher-Reeves conjugate gradient method with Armijo-type line search
• New quasi-Newton methods for unconstrained optimization problems
• On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
• Truncated-Newton algorithms for large-scale unconstrained optimization
• A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence
• Numerical methods for large-scale nonlinear optimization
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Updating Quasi-Newton Matrices with Limited Storage
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• CUTE
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Convergence Properties of the BFGS Algoritm
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• A modified BFGS method and its global convergence in nonconvex minimization
• Benchmarking optimization software with performance profiles.

This page was built for publication: A limited memory BFGS-type method for large-scale unconstrained optimization