Monday, 16:15 - 16:40 h, Room: H 0112

 

Roummel Marcia
Limited-memory BFGS with diagonal updates

Coauthor: Jennifer Erway

 

Abstract:
We investigate a formula to solve limited-memory BFGS quasi-Newton Hessian systems with full-rank diagonal updates. Under some conditions, the system can be solved via a recursion that uses only vector inner products. This approach has broad applications in trust region and barrier methods.

 

Talk 3 of the contributed session Mon.3.H 0112
"Unconstrained optimization I" [...]
Cluster 16
"Nonlinear programming" [...]

 

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