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  • Search: subject:"(B)Large scale optimization"
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Subject
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(B)Large scale optimization 2 (I)Nonlinear programming 2 Column scaling 2 Equilibrated matrix 2 Limited memory quasi-Newton methods 2 Mathematical programming 1 Mathematische Optimierung 1 Nichtlineare Optimierung 1 Nonlinear programming 1 Returns to scale 1 Skalenertrag 1 Theorie 1 Theory 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Biglari, Fahimeh 2
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European Journal of Operational Research 1 European journal of operational research : EJOR 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Dynamic scaling on the limited memory BFGS method
Biglari, Fahimeh - In: European Journal of Operational Research 243 (2015) 3, pp. 697-702
This paper describes a limited-memory quasi-Newton method in which the initial inverse Hessian approximation is constructed based on the concept of equilibration of the inverse Hessian matrix. Curvature information about the objective function is stored in the form of a diagonal matrix, and...
Persistent link: https://www.econbiz.de/10011209298
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Cover Image
Dynamic scaling on the limited memory BFGS method
Biglari, Fahimeh - In: European journal of operational research : EJOR 243 (2015) 3, pp. 697-702
Persistent link: https://www.econbiz.de/10010513943
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