A limited memory BFGS-type method for la
โ
Yunhai Xiao; Zengxin Wei; Zhiguo Wang
๐
Article
๐
2008
๐
Elsevier Science
๐
English
โ 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