MathematicsComputer Science

Dong C. Liu, J. Nocedal

1989.12.1MATHEMATICAL PROGRAMMING

DOI: 10.1007/bf01589116

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.