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  • Search: subject:"Large scale nonlinear optimization"
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Curvature approximation 1 Large scale nonlinear optimization 1 Modified limited memory quasi-Newton method 1 Modified quasi-Newton equation 1 R-linear convergence 1
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Biglari, Fahimeh 1 Ebadian, Ali 1
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Computational Optimization and Applications 1
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Limited memory BFGS method based on a high-order tensor model
Biglari, Fahimeh; Ebadian, Ali - In: Computational Optimization and Applications 60 (2015) 2, pp. 413-422
This paper is aimed to employ a modified quasi-Newton equation in the framework of the limited memory BFGS method to solve large-scale unconstrained optimization problems. The modified secant equation is derived by means of a forth order tensor model to improve the curvature information of the...
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