Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization
DOI10.1006/JCOM.2001.0623zbMATH Open1005.65063OpenAlexW1983117412MaRDI QIDQ700177FDOQ700177
Authors: Mehiddin Al-Baali 
Publication date: 30 September 2002
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jcom.2001.0623
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- On the limited memory BFGS method for large scale optimization
numerical resultslimited memory BFGS methodquasi-Newton methodsBroyden-Fletcher-Goldfarb-Shannon methodlarge scale unconstrained optimization problems
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)
Cites Work
- On the limited memory BFGS method for large scale optimization
- Updating Quasi-Newton Matrices with Limited Storage
- Title not available (Why is that?)
- A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
- Title not available (Why is that?)
- Some numerical experiments with variable-storage quasi-Newton algorithms
- Representations of quasi-Newton matrices and their use in limited memory methods
- Extra updates for the bfgs method∗
- Title not available (Why is that?)
- Numerical Experience with Limited-Memory Quasi-Newton and Truncated Newton Methods
- BFGS with Update Skipping and Varying Memory
- Title not available (Why is that?)
- Improved Hessian approximations for the limited memory BFGS method
- The convergence of variable metric matrices in unconstrained optimization
- Convergence Properties of a Class of Rank-two Updates
- Evaluation of Large-scale Optimization Problems on Vector and Parallel Architectures
Cited In (4)
- Shifted limited-memory variable metric methods for large-scale unconstrained optimization
- On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
- Extra updates for the bfgs method∗
- A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions
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