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A numerical study of limited memory BFGS methods

โœ Scribed by J.L. Morales


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
402 KB
Volume
15
Category
Article
ISSN
0893-9659

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A limited memory BFGS-type method for la
โœ Yunhai Xiao; Zengxin Wei; Zhiguo Wang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 408 KB

In this paper, a new numerical method for solving large-scale unconstrained optimization problems is presented. It is derived from a modified BFGS-type update formula by Wei, Li, and Qi. It is observed that the update formula can be extended to the framework of limited memory scheme with hardly more