Extra-updates criterion for the limited memory BFGS algorithm for large scale nonlinear optimization

DOI10.1006/JCOM.2001.0623MaRDI QIDQ700177zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

numerical resultslimited memory BFGS methodquasi-Newton methodsBroyden-Fletcher-Goldfarb-Shannon methodlarge scale unconstrained optimization problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Recommendations

• Extra updates for the bfgs method^∗
• Modifications of the limited-memory BFGS method based on the idea of conjugate directions.
• A conjugate directions approach to improve the limited-memory BFGS method
• A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions
• On the limited memory BFGS method for large scale optimization

Cites work

• scientific article; zbMATH DE number 4147424 (Why is no real title available?)
• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1552015 (Why is no real title available?)
• A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
• BFGS with Update Skipping and Varying Memory
• Convergence Properties of a Class of Rank-two Updates
• Evaluation of Large-scale Optimization Problems on Vector and Parallel Architectures
• Extra updates for the bfgs method^∗
• Improved Hessian approximations for the limited memory BFGS method
• Numerical Experience with Limited-Memory Quasi-Newton and Truncated Newton Methods
• On the limited memory BFGS method for large scale optimization
• Representations of quasi-Newton matrices and their use in limited memory methods
• Some numerical experiments with variable-storage quasi-Newton algorithms
• The convergence of variable metric matrices in unconstrained optimization
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(4)

• On the performance of switching BFGS/SR1 algorithms for unconstrained optimization
• Extra updates for the bfgs method^∗
• Shifted limited-memory variable metric methods for large-scale unconstrained optimization
• A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions

Describes a project that uses

Uses Software

• L-BFGS

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