On solving large-scale limited-memory quasi-Newton equations

DOI10.1016/j.laa.2016.11.003zbMath1352.65104arXiv1510.06378OpenAlexW2962802528MaRDI QIDQ501277

Roummel F. Marcia, Jennifer B. Erway

Publication date: 29 December 2016

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

Full work available at URL: https://arxiv.org/abs/1510.06378

zbMATH Keywords

Sherman-Morrison-Woodbury formulalimited-memory quasi-Newton methodssymmetric rank-one updatecompact representationBroyden class of updatesBroyden-Fletcher-Goldfarb-Shanno updateDavidon-Fletcher-Powell update

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function, A dense initialization for limited-memory quasi-Newton methods

Uses Software

• L-BFGS

Cites Work

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