Adaptive, Limited-Memory BFGS Algorithms for Unconstrained Optimization

DOI10.1137/16M1065100zbMath1431.65082OpenAlexW2943853279WikidataQ127904149 ScholiaQ127904149MaRDI QIDQ5231665

Byrd, Richard H., Paul T. Boggs

Publication date: 27 August 2019

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

Full work available at URL: https://doi.org/10.1137/16m1065100

zbMATH Keywords

quasi-Newton methodsadaptive strategiesBFGScompact formlimited-memory methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items

Limited-memory BFGS with displacement aggregation, An overview of stochastic quasi-Newton methods for large-scale machine learning, Compact representations of structured BFGS matrices

Uses Software

• L-BFGS
• AMPL
• CUTEr
• Trilinos
• LBFGS-B
• Sundance
• STL
• CUTE
• Playa

Cites Work

• Unnamed Item
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• Quasi-Newton Methods, Motivation and Theory
• CUTE
• Line search algorithms with guaranteed sufficient decrease
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• Unified Embedded Parallel Finite Element Computations via Software-Based Fréchet Differentiation
• Benchmarking optimization software with performance profiles.