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On solving large-scale limited-memory quasi-Newton equations
We consider the problem of solving linear systems of equations arising with limited-memory
members of the restricted Broyden class of updates and the symmetric rank-one (SR1) …
members of the restricted Broyden class of updates and the symmetric rank-one (SR1) …
Compact representation of the full Broyden class of quasi‐Newton updates
In this paper, we present the compact representation for matrices belonging to the Broyden
class of quasi‐Newton updates, where each update may be either rank one or rank two. This …
class of quasi‐Newton updates, where each update may be either rank one or rank two. This …
A dense initialization for limited-memory quasi-Newton methods
We consider a family of dense initializations for limited-memory quasi-Newton methods. The
proposed initialization exploits an eigendecomposition-based separation of the full space …
proposed initialization exploits an eigendecomposition-based separation of the full space …
Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints
We propose two limited-memory BFGS (L-BFGS) trust-region methods for large-scale
optimization with linear equality constraints. The methods are intended for problems where …
optimization with linear equality constraints. The methods are intended for problems where …