BFGS with Update Skipping and Varying Memory
| dc.contributor.author | Gibson, Tamara | en_US |
| dc.contributor.author | O'Leary, Dianne P. | en_US |
| dc.contributor.author | Nazareth, Larry | en_US |
| dc.date.accessioned | 2004-05-31T22:40:12Z | |
| dc.date.available | 2004-05-31T22:40:12Z | |
| dc.date.created | 1996-07 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.abstract | We give conditions under which limited-memory quasi-Newton methods with exact line searches will terminate in $n$ steps when minimizing $n$-dimensional quadratic functions. We show that although all Broyden family methods terminate in $n$ steps in their full-memory versions, only BFGS does so with limited-memory. Additionally, we show that full-memory Broyden family methods with exact line searches terminate in at most $n+p$ steps when $p$ matrix updates are skipped. We introduce new limited-memory BFGS variants and test them on nonquadratic minimization problems. (Also cross-referenced as UMIACS-TR-96-49) | en_US |
| dc.format.extent | 323102 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/831 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-3663 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-96-49 | en_US |
| dc.title | BFGS with Update Skipping and Varying Memory | en_US |
| dc.type | Technical Report | en_US |