Damped Techniques for the Limited Memory BFGS Method for Large-Scale Optimization-Reference-Cited by-同舟云学术

Damped Techniques for the Limited Memory BFGS Method for Large-Scale Optimization

Published:2013-10-26 Issue:2 Volume:161 Page:688-699
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Al-Baali Mehiddin,Grandinetti Lucio,Pisacane Ornella

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/s10957-013-0448-8.pdf

Reference20 articles.

1. Fletcher, R.: Practical Methods of Optimization, 2nd edn. Wiley, Chichester (1987). Reprinted in 2000

2. Al-Baali, M.: Convergence analysis of a class of damped quasi-Newton methods for nonlinear optimization. Research Report, DOMAS 11/2, Sultan Qaboos University, Oman (2011)

3. Powell, M.J.D.: Algorithms for nonlinear constraints that use Lagrange functions. Math. Program. 14, 224–248 (1978)

4. Nocedal, J.: Updating quasi-Newton matrices with limited storage. Math. Comput. 35, 773–782 (1980)

5. Al-Baali, M., Grandinetti, L.: On practical modifications of the quasi-Newton BFGS method. Adv. Model. Optim. 11, 63–76 (2009)

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