On the limited memory BFGS method for large scale optimization
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Publication:911463
DOI10.1007/BF01589116zbMATH Open0696.90048WikidataQ57311064 ScholiaQ57311064MaRDI QIDQ911463FDOQ911463
Authors: Dong C. Liu, Jorge Nocedal 
Publication date: 1989
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
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- scientific article; zbMATH DE number 7353599
- scientific article; zbMATH DE number 1780188
large scale optimizationconvergence analysiscomputational studyconjugate gradient methodsnumerical performancecomparison of algorithmspartitioned quasi-Newton methodscaling effectssmooth unconstrained problems
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)
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- Diatomics-in-molecules potentials incorporating ab initio data: Application to ionic, Rydberg-excited, and molecule-doped rare gas clusters
- A family of quasi-Newton methods for unconstrained optimization problems
- Computational comparisons of dual conjugate gradient algorithms for strictly convex networks.
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- A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
- On error covariances in variational data assimilation
- Kernel-based adaptive sampling for image reconstruction and meshing
- A descent hybrid conjugate gradient method based on the memoryless BFGS update
- Dyad ranking using Plackett-Luce models based on joint feature representations
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
- Reconstruction of recurrent synaptic connectivity of thousands of neurons from simulated spiking activity
- A reduced order with data assimilation model: theory and practice
- Accelerated nonlinear finite element method for analysis of isotropic hyperelastic materials nonlinear deformations
- A family of three-term nonlinear conjugate gradient methods close to the memoryless BFGS method
- Adaptive multigrid strategy for geometry optimization of large-scale three dimensional molecular mechanics
- Inexact Hessian-vector products in reduced-space differential-equation constrained optimization
- The adjoint method for the inverse problem of option pricing
- Molecular conformation on the CM-5 by parallel two-level simulated annealing
- A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector products
- Hybrid boundary condition combined with data assimilation for simulations of free surface flows using lattice Boltzmann method
- The independent set perturbation method for efficient computation of sensitivities with applications to data assimilation and a finite element shallow water model
- Speeding up the convergence of the Polyak's heavy ball algorithm
- On the efficiency of gradient based optimization algorithms for DNS-based optimal control in a turbulent channel flow
- A linear-space algorithm for distance preserving graph embedding
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- Preconditioned nonlinear conjugate gradient methods based on a modified secant equation
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- Minimizing a sum of clipped convex functions
- A limited memory quasi-Newton trust-region method for box constrained optimization
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- A modified Polak-Ribière-Polyak conjugate gradient algorithm for unconstrained optimization
- Subspace methods for large scale nonlinear equations and nonlinear least squares
- Globally convergent limited memory bundle method for large-scale nonsmooth optimization
- Large-scale Kalman filtering using the limited memory BFGS method
- An iterated local search algorithm based on nonlinear programming for the irregular strip packing problem
- A hybrid random field model for scalable statistical learning
- A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
- Lifted generative learning of Markov logic networks
- Semi-parametric estimation of multivariate extreme expectiles
- Fitting very large sparse Gaussian graphical models
- Global convergence of a modified limited memory BFGS method for non-convex minimization
- Scaled memoryless symmetric rank one method for large-scale optimization
- Sparse reconstruction for bioluminescence tomography based on the semigreedy method
- A dwindling filter line search method for unconstrained optimization
- Representations of quasi-Newton matrices and their use in limited memory methods
- An efficient surrogate model for emulation and physics extraction of large eddy simulations
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