Limited-memory BFGS

Known as: L-BFGS-B: Optimization subject to simple bounds, L-BFGS, LM-BFGS 
Limited-memory BFGS (L-BFGS or LM-BFGS) is an optimization algorithm in the family of quasi-Newton methods that approximates the Broyden–Fletcher… (More)
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Papers overview

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2015
2015
Global convergence of an online (stochastic) limited memory version of the Broyden-FletcherGoldfarb-Shanno (BFGS) quasi-Newton… (More)
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2012
2012
Simple modifications of the limited-memory BFGS method (L-BFGS) for large scale unconstrained optimization are considered, which… (More)
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2012
2012
In this paper, we investigate a formula to solve systems of the form (Bk + D)x = y, where Bk comes from a limited-memory BFGS… (More)
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2009
2009
The standard formulations of the Kalman filter (KF) and exten ded Kalman filter (EKF) require the storage and multiplication of… (More)
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2002
2002
The application of quasi-Newton methods is widespread in numerical optimization. Independently of the application, the techniques… (More)
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1999
1999
This paper considers simple modifications of the limited memory BFGS (L-BFGS) method for large scale optimization. It describes… (More)
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1996
1996
  • XU JAMESV.BURKEANDREASWIEGMANNLIANG
  • 1996
The limited memory BFGS method pioneered by Jorge Nocedal is usually implemented as a line search method where the search… (More)
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Highly Cited
1995
Highly Cited
1995
An algorithm for solving large nonlinear optimization problems with simple bounds is de scribed It is based on the gradient… (More)
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Highly Cited
1994
Highly Cited
1994
L-BFGS-B is a limited-memory algorithm for solving large nonlinear optimization problems subject to simple bounds on the… (More)
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Highly Cited
1989
Highly Cited
1989
We study the numerical performance of a limited memory quasi Newton method for large scale optimization which we call the L BFGS… (More)
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