Limited-memory BFGS systems with diagonal updates

DOI10.1016/j.laa.2012.02.005zbMath1246.65088arXiv1112.6060OpenAlexW2962844830MaRDI QIDQ417600

Roummel F. Marcia, Jennifer B. Erway

Publication date: 14 May 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.6060

zbMATH Keywords

large-scale optimizationnumerical experimentsinversesquasi-Newton methodstrust-region methodsBroyden-Fletcher-Goldfarb-Shanno (BFGS)diagonal updatesdoubly-augmented Lagrangian methodlimited-memory methodsSherman-Morrison-Woodbury

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)

Related Items

Shifted L-BFGS systems, On efficiently combining limited-memory and trust-region techniques, A limited memory BFGS method for a nonlinear inverse problem in digital breast tomosynthesis, On solving large-scale limited-memory quasi-Newton equations, Nonlinear conjugate gradient method for spectral tomosynthesis, Algorithm 943

Uses Software

• L-BFGS
• GQTPAR
• MSS
• NSOIA

Cites Work

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