BFGS with Update Skipping and Varying Memory
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Publication:4229463
DOI10.1137/S1052623496306450zbMath0918.65044OpenAlexW1990791691MaRDI QIDQ4229463
Dianne P. O'Leary, Larry Nazareth, Tamara G. Kolda
Publication date: 22 February 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623496306450
quasi-Newton methodsexact line searcheslimited memoryBFGSBroyden family methodsnonquadratic minimizationupdate skipping
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)
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Euclidean distance matrix completion problems ⋮ Sparse Representations in Stochastic Mechanics ⋮ New limited memory bundle method for large-scale nonsmooth optimization ⋮ Limited-memory BFGS with displacement aggregation ⋮ Efficient solution of \(A x^{(k)}= b^{(k)}\) using \(A^{ - 1}\) ⋮ On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices ⋮ Large-scale history matching with quadratic interpolation models ⋮ On exact linesearch quasi-Newton methods for minimizing a quadratic function ⋮ Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization ⋮ A variation of Broyden class methods using Householder adaptive transforms ⋮ A globally convergent BFGS method for nonlinear monotone equations without any merit functions ⋮ L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family ⋮ Symbiosis between linear algebra and optimization ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization
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