Modifications of the limited memory BFGS algorithm for large-scale nonlinear optimization

zbMATH Open1090.65072MaRDI QIDQ3377790FDOQ3377790

Authors: Leong Wah June, M. A. Hassan 

Publication date: 29 March 2006

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zbMATH Keywords

numerical examplesBFGS updateBroyden-Fletcher-Goldfarb-Shanno methodlimited memory methodsunconstrained large-scale optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Cited In (13)

• Title not available (Why is that?)
• An active set limited memory BFGS algorithm for large-scale bound constrained optimization
• A limited memory BFGS-type method for large-scale unconstrained optimization
• Scaling damped limited-memory updates for unconstrained optimization
• Improved Hessian approximations for the limited memory BFGS method
• A numerical study of limited memory BFGS methods
• Updating the self-scaling symmetric rank one algorithm with limited memory for large-scale unconstrained optimization
• Implementing and modifying Broyden class updates for large scale optimization
• New basic Hessian approximations for large-scale nonlinear least-squares optimization
• Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
• A modified limited memory BFGS method for large-scale optimization
• On the limited memory BFGS method for large scale optimization
• Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization

Uses Software

• L-BFGS

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