A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization

DOI10.1137/0801023zbMATH Open0756.65091OpenAlexW2124812425MaRDI QIDQ4012415FDOQ4012415

Authors: Stephen G. Nash, Jorge Nocedal 

Publication date: 27 September 1992

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0801023

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zbMATH Keywords

performancelarge scale optimizationconjugate gradient methodtest problemstruncated-Newton methodsmooth unconstrained minimizationlimited memory Broyden-Fletcher-Goldfarb-Shanno method

Mathematics Subject Classification ID

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

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• Adaptive, limited-memory BFGS algorithms for unconstrained optimization
• A class of LBFGS-type algorithms for large-scale unconstrained optimization
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• Remark on ``Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization
• An Analysis of a Hybrid Optimization Method for Variational Data Assimilation
• Low-rank update of preconditioners for the inexact Newton method with SPD Jacobian
• Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization
• A survey of truncated-Newton methods
• Optimal assimilation of current and surface elevation data in a two-dimensional numerical tidal model
• Comparison of advanced large-scale minimization algorithms for the solution of inverse ill-posed problems
• Smoothing method for minimizing the sum of therlargest functions
• A Hessian-free Newton-Raphson method for the configuration of physics systems featured by numerically asymmetric force field
• A sparse nonlinear optimization algorithm
• Numerical Experience with Limited-Memory Quasi-Newton and Truncated Newton Methods
• Truncated-Newton training algorithm for neurocomputational viscoplastic model.
• A new class of supermemory gradient methods
• Assessing the performance of an optimization-based multilevel method
• A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector products
• Best practices for comparing optimization algorithms
• On the efficiency of gradient based optimization algorithms for DNS-based optimal control in a turbulent channel flow
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• Aerodynamic design using the truncated Newton algorithm and the continuous adjoint approach
• An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization
• On the resolution of monotone complementarity problems
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• An accelerated subspace minimization three-term conjugate gradient algorithm for unconstrained optimization
• An incomplete Hessian Newton minimization method and its application in a chemical database problem
• The trust region subproblem and semidefinite programming*
• A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems
• An unconstrained optimization technique for large-scale linearly constrained convex minimization problems
• Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems
• Analysis of limited-memory BFGS on a class of nonsmooth convex functions
• A modified limited-memory BNS method for unconstrained minimization derived from the conjugate directions idea.
• Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics
• A Globally Convergent Trust-Region Method for Large-Scale Symmetric Nonlinear Systems
• A server for automated performance analysis of benchmarking data
• Full waveform inversion and the truncated Newton method
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• A new three-term conjugate gradient algorithm for unconstrained optimization
• Damped techniques for the limited memory BFGS method for large-scale optimization
• A class of diagonal preconditioners for limited memory BFGS method
• A modified limited memory BFGS method for large-scale optimization
• Diagonal approximation of the Hessian by finite differences for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• A regularized limited memory BFGS method for nonconvex unconstrained minimization
• The adjoint Newton algorithm for large-scale unconstrained optimization in meteorology applications
• Modifications of the limited-memory BFGS method based on the idea of conjugate directions.
• Multigrid optimization for DNS-based optimal control in turbulent channel flows
• Title not available (Why is that?)

Uses Software

• L-BFGS

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