Limited-memory BFGS with displacement aggregation

DOI10.1007/s10107-021-01621-6zbMath1492.65161arXiv1903.03471OpenAlexW3128577503MaRDI QIDQ2149548

Frank E. Curtis, Baoyu Zhou, Albert S. Berahas

Publication date: 29 June 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.03471

zbMATH Keywords

nonlinear optimizationsuperlinear convergencelimited-memory BFGSBroyden-Fletcher-Goldfarb-Shanno methodquasi-Newton algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37)

Related Items (1)

An overview of stochastic quasi-Newton methods for large-scale machine learning

Uses Software

• L-BFGS
• LDGB
• CUTEst
• adaQN

Cites Work

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