On solving large-scale limited-memory quasi-Newton equations

JB Erway, RF Marcia - Linear Algebra and its Applications, 2017 - Elsevier
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) …

Compact representation of the full Broyden class of quasi‐Newton updates

O DeGuchy, JB Erway, RF Marcia - Numerical Linear Algebra …, 2018 - Wiley Online Library
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 …

A dense initialization for limited-memory quasi-Newton methods

J Brust, O Burdakov, JB Erway, RF Marcia - … Optimization and Applications, 2019 - Springer
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 …

Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints

JJ Brust, RF Marcia, CG Petra - Computational Optimization and …, 2019 - Springer
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 …