Scaling damped limited-memory updates for unconstrained optimization

DOI10.1007/S10957-016-0940-ZMaRDI QIDQ306311zbMATH OpenOpenAlexFDO

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

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)

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• scientific article; zbMATH DE number 5630374

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Cited in

(3)

• Damped techniques for the limited memory BFGS method for large-scale optimization
• 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

Describes a project that uses

Uses Software

• L-BFGS
• mctoolbox

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