MathematicsComputer Science
Dong C. Liu, J. Nocedal
1989.12.1MATHEMATICAL PROGRAMMING
tlooto Summary
The numerical tests indicate that the L-BFGS method is faster than the method of Buckley and LeNir, and is better able to use additional storage to accelerate convergence, and the convergence properties are studied to prove global convergence on uniformly convex problems.
Abstract
Abstract is not available.
Citation format
LIU, Dong C.; NOCEDAL, J. On the limited memory BFGS method for large scale optimization. MATHEMATICAL PROGRAMMING, 1989, 45: 503–528.