Representations of Quasi-Newton Matrices and Their Use in Limited Memory Methods

Byrd, R. H., Nocedal, J., & Schnabel, R. B. (1994). Representations of Quasi-Newton Matrices and Their Use in Limited Memory Methods. Mathematical Programming, 129-156.

Type

Journal article

Intellectual base

Primary research

Year

1994

DOI

10.1007/bf01582063

Link

https://doi.org/10.1007/BF01582063

Cited by

1 citation across 1 artifact.

Domain-specific

• Limited-Memory BFGS
  • Storage and per-iteration linear algebra scale as \(O(mn)\), making quasi-Newton curvature practical when \(n\) is large and \(m\ll n\).

Verification

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