Scaling damped limited-memory updates for unconstrained optimization

DOI10.1007/S10957-016-0940-ZzbMATH Open1346.90582OpenAlexW2343706742MaRDI QIDQ306311FDOQ306311

Authors: Fahimeh Biglari, Farideh Mahmoodpur 

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0940-z

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• scientific article; zbMATH DE number 5630374

zbMATH Keywords

nonlinear programminglarge-scale optimizationdamped techniquelimited-memory quasi-Newton methodsscaling technique

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Cites Work

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Cited In (3)

• Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions
• Dynamic scaling on the limited memory BFGS method
• Damped techniques for the limited memory BFGS method for large-scale optimization

Uses Software

• L-BFGS
• mctoolbox

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