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Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization

โœ Scribed by Gill, Philip E.; Leonard, Michael W.

Book ID
118204368
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
260 KB
Volume
14
Category
Article
ISSN
1052-6234

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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