On the limited memory BFGS method for large scale optimization

@article{Liu1989OnTL,
  title={On the limited memory BFGS method for large scale optimization},
  author={Dong C. Liu and Jorge Nocedal},
  journal={Math. Program.},
  year={1989},
  volume={45},
  pages={503-528}
}
We study the numerical performance of a limited memory quasi Newton method for large scale optimization which we call the L BFGS method We compare its performance with that of the method developed by Buckley and LeNir which combines cyles of BFGS steps and conjugate direction steps Our numerical tests indicate that the L BFGS method is faster than the method of Buckley and LeNir and is better able to use additional storage to accelerate convergence We show that the L BFGS method can be greatly… CONTINUE READING
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Variable metric methods of minimization

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