Adaptive, Limited-Memory BFGS Algorithms for Unconstrained Optimization
| Autor: | Paul T. Boggs, Richard H. Byrd |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Adaptive strategies
021103 operations research 0211 other engineering and technologies 010103 numerical & computational mathematics 02 engineering and technology Unconstrained optimization 01 natural sciences Theoretical Computer Science Nonlinear programming Broyden–Fletcher–Goldfarb–Shanno algorithm Compact form 0101 mathematics Algorithm Software Mathematics |
| Zdroj: | SIAM Journal on Optimization. 29:1282-1299 |
| ISSN: | 1095-7189 1052-6234 |
| DOI: | 10.1137/16m1065100 |
| Popis: | The limited-memory BFGS method (L-BFGS) has become the workhorse optimization strategy for many large-scale nonlinear optimization problems. A major difficulty with L-BFGS is that, although the mem... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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