Scaled memoryless BFGS preconditioned steepest descent method for very large-scale unconstrained optimization

DOI10.1080/02522667.2009.10699885zbMath1173.90500OpenAlexW2055294061MaRDI QIDQ3643085

Wah June Leong, Malik Abu Hassan

Publication date: 10 November 2009

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/16624/2/Scaled%20memoryless%20BFGS%20preconditioned%20steepest%20descent%20method%20for%20very%20large.pdf

zbMATH Keywords

large-scale optimizationpreconditioninggradient methodscaled memoryless BFGS

Mathematics Subject Classification ID

Convex programming (90C25)

Cites Work

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• A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• Testing Unconstrained Optimization Software
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Conjugate Gradient Methods with Inexact Searches
• CUTE
• Line search algorithms with guaranteed sufficient decrease
• Convergence Conditions for Ascent Methods
• Methods of conjugate gradients for solving linear systems

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