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Improved Hessian approximations for the limited memory BFGS method

✍ Scribed by Mehiddin Al‐Baali


Book ID
110385639
Publisher
Springer US
Year
1999
Tongue
English
Weight
114 KB
Volume
22
Category
Article
ISSN
1017-1398

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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