scholarly journals A conjugate directions approach to improve the limited-memory BFGS method

2012 ◽  
Vol 219 (3) ◽  
pp. 800-809 ◽  
Author(s):  
J. Vlček ◽  
L. Lukšan
Keyword(s):  
Conjugate Directions ◽  
Bfgs Method ◽  
Limited Memory Bfgs Method ◽  
Limited Memory

A Modified Limited Memory BFGS Method for Non-Convex Minimization

2014 ◽  
Vol 530-531 ◽  
pp. 367-371
Author(s):  
Ting Feng Li ◽  
Yu Ting Zhang ◽  
Sheng Hui Yan
Keyword(s):  
Large Scale ◽  
Optimization Problems ◽  
Test Problems ◽  
Bfgs Method ◽  
Remarkable Feature ◽  
Limited Memory Bfgs Method ◽  
Limited Memory ◽  
Unconstrained Optimization Problems ◽  
Global Convergence Property ◽  
Large Scale Unconstrained Optimization

In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses a global convergence property even without convexity assumption on the objective function. The implementations of the algorithm on CUTE test problems are reported, which suggest that a slight improvement has been achieved.

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