Compact representations of structured BFGS matrices

DOI10.1007/S10589-021-00297-0MaRDI QIDQ2044571zbMATH OpenOpenAlexFDO

Authors Johannes J. Brust, Zichao (Wendy) Di, Cosmin Petra, Sven Leyffer

Publication date 9 August 2021

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-021-00297-0

zbMATH Keywords

BFGS methodquasi-Newton methodlarge-scale optimizationcompact representationlimited memory method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 4210522 (Why is no real title available?)
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• Benchmarking optimization software with performance profiles.
• Bundle methods for regularized risk minimization
• CUTEr and SifDec
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• Factorized quasi-Newton methods for nonlinear least squares problems
• Line search algorithms with guaranteed sufficient decrease
• Multigrid Optimization for Large-Scale Ptychographic Phase Retrieval
• Numerical Optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
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• Quasi-Newton Methods, Motivation and Theory
• Representations of quasi-Newton matrices and their use in limited memory methods
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Two-Point Step Size Gradient Methods
• Unconstrained Optimization of Real Functions in Complex Variables
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Cited in

(3)

• A structured L-BFGS method and its application to inverse problems
• scientific article; zbMATH DE number 1421683 (Why is no real title available?)
• Compact representations of structured BFGS matrices

Describes a project that uses

Uses Software

• Complex Optimization Toolbox
• bmrm
• LBFGS-B
• LIBSVM
• Ipopt
• SIFDecode
• CUTEr
• L-BFGS
• L-BFGS-B

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