An Efficient Single-Parameter Scaling Memoryless Broyden-Fletcher-Goldfarb-Shanno Algorithm for Solving Large Scale Unconstrained Optimization Problems

In this paper, a new spectral scaling memoryless Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm is developed for solving large scale unconstrained optimization problems, where the scaling parameter is chosen so as to minimize all the eigenvalues of search direction matrices. The search directions...

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Bibliographic Details
Main Authors: Jing Lv, Songhai Deng, Zhong Wan
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9085988/