Extra-Updates Criterion for the Limited Memory BFGS Algorithm for Large Scale Nonlinear Optimizatio
نویسندگان
چکیده
منابع مشابه
Extra-Updates Criterion for the Limited Memory BFGS Algorithm for Large Scale Nonlinear Optimizatio
This paper studies recent modifications of the limited memory BFGS (L-BFGS) method for solving large scale unconstrained optimization problems. Each modification technique attempts to improve the quality of the L-BFGS Hessian by employing (extra) updates in a certain sense. Because at some iterations these updates might be redundant or worsen the quality of this Hessian, this paper proposes an ...
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This paper studies recent modi cations of the limited memory BFGS (L-BFGS) method for solving large scale unconstrained optimization problems. Each modi cation technique attempts to improve the quality of the L-BFGS Hessian by employing (extra) updates in certain sense. Because at some iterations these updates might be redundant or worsen the quality of this Hessian, this paper proposes an upda...
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2002
ISSN: 0885-064X
DOI: 10.1006/jcom.2001.0623