A compact limited memory method for large scale unconstrained optimization

DOI10.1016/J.EJOR.2006.02.045MaRDI QIDQ869145zbMATHOpenAlexFDO

Authors Cheng-Xian Xu, Yueting Yang

Publication date 26 February 2007

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2006.02.045

zbMATH Keywords

nonlinear programminglarge scale optimizationBFGS updatelimited memory quasi-Newton methodmodified quasi-Newton equation

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

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Cites work

• scientific article; zbMATH DE number 766480 (Why is no real title available?)
• A Relationship between the BFGS and Conjugate Gradient Algorithms and Its Implications for New Algorithms
• A survey of quasi-Newton equations and quasi-Newton methods for optimization
• Automatic Preconditioning by Limited Memory Quasi-Newton Updating
• New quasi-Newton equation and related methods for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
• Representations of quasi-Newton matrices and their use in limited memory methods
• Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
• Tensor Methods for Unconstrained Optimization Using Second Derivatives
• Testing Unconstrained Optimization Software
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(16)

• On efficiently combining limited-memory and trust-region techniques
• Global convergence of a modified limited memory BFGS method for non-convex minimization
• A limited memory BFGS-type method for large-scale unconstrained optimization
• Compact representations of structured BFGS matrices
• Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
• A limited memory adaptive trust-region approach for large-scale unconstrained optimization
• Shifted limited-memory variable metric methods for large-scale unconstrained optimization
• A limited memory method for large scale problems
• The new spectral conjugate gradient method for large-scale unconstrained optimisation
• Multiple Schubert’s updating matrix and its compact representation
• Compact FE for unbounded attribute-weighted sums for logspace from SXDH
• A Newton-like trust region method for large-scale unconstrained nonconvex minimization
• On solving large-scale limited-memory quasi-Newton equations
• A fast and robust unconstrained optimization method requiring minimum storage
• scientific article; zbMATH DE number 5630374 (Why is no real title available?)
• A regularized limited memory BFGS method for nonconvex unconstrained minimization

Describes a project that uses

Uses Software

• L-BFGS
• minpack

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