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Enriched Methods for Large-Scale Unconstrained Optimization

✍ Scribed by José Luis Morales; Jorge Nocedal


Book ID
110323829
Publisher
Springer US
Year
2002
Tongue
English
Weight
74 KB
Volume
21
Category
Article
ISSN
0926-6003

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A limited memory BFGS-type method for la
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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