A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
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Publication:283997
DOI10.1007/s00186-015-0527-8zbMath1336.90088OpenAlexW2214007837MaRDI QIDQ283997
Guanyu Yang, Zhanwen Shi, Yun-hai Xiao
Publication date: 17 May 2016
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-015-0527-8
unconstrained optimizationglobal convergencecritical pointArmijo line searchlargest eigenvalue problemlimited memory BFGS method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)
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