Scaling damped limited-memory updates for unconstrained optimization

DOI10.1007/s10957-016-0940-zzbMath1346.90582OpenAlexW2343706742MaRDI QIDQ306311

Farideh Mahmoodpur, Fahimeh Biglari

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

zbMATH Keywords

large-scale optimizationnonlinear programmingscaling techniquedamped techniquelimited-memory quasi-Newton methods

Mathematics Subject Classification ID

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

Related Items

Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions

Uses Software

• L-BFGS
• mctoolbox

Cites Work

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