Quasi-Newton type of diagonal updating for the L-BFGS method.

@article{Sahari2009,
author = {Sahari, M.L., Khaldi, R.},
journal = {Acta Mathematica Universitatis Comenianae. New Series},
keywords = {nonlinear unconstrained optimization; quasi-Newton; Broyden-Fletcher-Goldfarb-Shanno (BFGS) method; Wolfe line search; convergence; gradient; Hessian matrix; algorithm; positive definite matrix; numerical examples; comparison of methods; performances; Wolfe conditions; convex problems; Oren-Spedicato scaling; Armijo line search},
language = {eng},
number = {2},
pages = {173-181},
publisher = {Comenius University Press},
title = {Quasi-Newton type of diagonal updating for the L-BFGS method.},
url = {http://eudml.org/doc/117683},
volume = {78},
year = {2009},
}

TY - JOUR
AU - Sahari, M.L.
AU - Khaldi, R.
TI - Quasi-Newton type of diagonal updating for the L-BFGS method.
JO - Acta Mathematica Universitatis Comenianae. New Series
PY - 2009
PB - Comenius University Press
VL - 78
IS - 2
SP - 173
EP - 181
LA - eng
KW - nonlinear unconstrained optimization; quasi-Newton; Broyden-Fletcher-Goldfarb-Shanno (BFGS) method; Wolfe line search; convergence; gradient; Hessian matrix; algorithm; positive definite matrix; numerical examples; comparison of methods; performances; Wolfe conditions; convex problems; Oren-Spedicato scaling; Armijo line search
UR - http://eudml.org/doc/117683
ER -