BFGS with Update Skipping and Varying Memory
DOI10.1137/S1052623496306450zbMATH Open0918.65044OpenAlexW1990791691MaRDI QIDQ4229463FDOQ4229463
Authors: 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
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Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30)
Cited In (17)
- Quadratic termination property of a modified limited memory BFGS method
- Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization
- A globally convergent BFGS method for nonlinear monotone equations without any merit functions
- Symbiosis between linear algebra and optimization
- Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function
- Limited-memory BFGS with displacement aggregation
- On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
- On exact linesearch quasi-Newton methods for minimizing a quadratic function
- New limited memory bundle method for large-scale nonsmooth optimization
- A variation of Broyden class methods using Householder adaptive transforms
- Partial BFGS Update and Efficient Step-Length Calculation for Three-Layer Neural Networks
- L-Broyden methods: a generalization of the L-BFGS method to the limited-memory Broyden family
- Large-scale history matching with quadratic interpolation models
- Sparse representations in stochastic mechanics
- A \(\mathcal{VU}\)-algorithm for convex minimization
- Euclidean distance matrix completion problems
- Efficient solution of \(A x^{(k)}= b^{(k)}\) using \(A^{ - 1}\)
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