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
Globally convergent limited memory bundle method for large-scale nonsmooth optimization
✍ Scribed by Napsu Haarala; Kaisa Miettinen; Marko M. Mäkelä
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 260 KB
- Volume
- 109
- Category
- Article
- ISSN
- 0025-5610
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