Some numerical experiments with variable-storage quasi-Newton algorithms

1989/08/01 by Jean Charles Gilbert, Claude Lemaréchal · 11 citations
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Iterative Methods for Nonlinear Equations #Matrix Theory and Algorithms

paper · doi:10.1007/bf01589113

Citations

• On the limited memory BFGS method for large scale optimization
• Optimal conditioning of self-scaling variable Metric algorithms

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