Automatic differentiation and the step computation in the limited memory BFGS method
نویسندگان
چکیده
منابع مشابه
Automatic Differentiation and the Step Computation in the Limited Memory Bfgs Method
It is shown that the two-loop recursion for computing the search direction of a limited memory method for optimization can be derived by means of the reverse mode of automatic differentiation applied to an auxiliary function.
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1993
ISSN: 0893-9659
DOI: 10.1016/0893-9659(93)90032-i