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

DOI10.1080/02522667.2009.10699885MaRDI QIDQ3643085zbMATH OpenOpenAlexFDO

Authors W. J. Leong, M. A. 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

gradient methodlarge-scale optimizationpreconditioningscaled memoryless BFGS

Mathematics Subject Classification ID

Convex programming (90C25)

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Cites work

• A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• Conjugate Gradient Methods with Inexact Searches
• Convergence Conditions for Ascent Methods
• CUTE
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• Line search algorithms with guaranteed sufficient decrease
• Methods of conjugate gradients for solving linear systems
• On the limited memory BFGS method for large scale optimization
• Self-Scaling Variable Metric (SSVM) Algorithms
• Testing Unconstrained Optimization Software

Cited in

(3)

• A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
• Two--parameter scaled memoryless BFGS methods with a nonmonotone choice for the initial step length
• Scaled memoryless symmetric rank one method for large-scale optimization

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