# Limited-memory BFGS

## Papers overview

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2015

2015

- Journal of Machine Learning Research
- 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

- Applied Mathematics and Computation
- 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

- 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

- 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

- Appl. Math. Lett.
- 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

- Numerical Algorithms
- 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

- 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

- SIAM J. Scientific Computing
- 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

- ACM Trans. Math. Softw.
- 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

- Math. Program.
- 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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