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Volumn 16, Issue , 2015, Pages 3151-3181

Global convergence of online limited memory BFGS

Author keywords

Large scale optimization; Quasi Newton methods; Stochastic optimization

Indexed keywords

ARTIFICIAL INTELLIGENCE; EIGENVALUES AND EIGENFUNCTIONS; LEARNING SYSTEMS; NEWTON-RAPHSON METHOD; NONLINEAR PROGRAMMING; SEARCH ENGINES; STOCHASTIC SYSTEMS;

EID: 84961737543     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (196)

References (26)
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    • Bottou, L.1
  • 7
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    • On the local and superlinear convergence of quasi-Newton methods
    • Charles G. Broyden, John E. Dennis, and Jorge J. Moré. On the local and superlinear convergence of quasi-newton methods. IMA Journal of Applied Mathematics, 12(3):223-245, 1973.
    • (1973) IMA Journal of Applied Mathematics , vol.12 , Issue.3 , pp. 223-245
    • Broyden, C.G.1    Dennis, J.E.2    Moré, J.J.3
  • 8
    • 0023427318 scopus 로고
    • Global convergence of a class of quasi-Newton methods on convex problems
    • Richard H. Byrd, Jorge Nocedal, and Ya-Xiang Yuan. Global convergence of a class of quasi-newton methods on convex problems. SIAM Journal on Numerical Analysis, 24(5):1171-1190, 1987.
    • (1987) SIAM Journal on Numerical Analysis , vol.24 , Issue.5 , pp. 1171-1190
    • Byrd, R.H.1    Nocedal, J.2    Yuan, Y.-X.3
  • 9
    • 84966259557 scopus 로고
    • A characterization of superlinear convergence and its application to quasi-Newton methods
    • John E. Dennis and Jorge J. Moré. A characterization of superlinear convergence and its application to quasi-newton methods. Mathematics of Computation, 28(126):549-560, 1974.
    • (1974) Mathematics of Computation , vol.28 , Issue.126 , pp. 549-560
    • Dennis, J.E.1    Moré, J.J.2
  • 11
    • 0035301251 scopus 로고    scopus 로고
    • A modified bfgs method and its global convergence in nonconvex minimization
    • Dong-Hui Li and Masao Fukushima. A modified bfgs method and its global convergence in nonconvex minimization. Journal of Computational and Applied Mathematics, 129(1):15-35, 2001.
    • (2001) Journal of Computational and Applied Mathematics , vol.129 , Issue.1 , pp. 15-35
    • Li, D.-H.1    Fukushima, M.2
  • 12
    • 33646887390 scopus 로고
    • On the limited memory bfgs method for large scale optimization
    • Dong C. Liu and Jorge Nocedal. On the limited memory bfgs method for large scale optimization. Mathematical Programming, 45(1-3):503-528, 1989.
    • (1989) Mathematical Programming , vol.45 , Issue.1-3 , pp. 503-528
    • Liu, D.C.1    Nocedal, J.2
  • 17
    • 0002855438 scopus 로고
    • Some global convergence properties of a variable metric algorithm for minimization without exact line searches
    • Michael J. D. Powell. Some global convergence properties of a variable metric algorithm for minimization without exact line searches. Nonlinear Programming, 9:53-72, 1976.
    • (1976) Nonlinear Programming , vol.9 , pp. 53-72
    • Powell, M.J.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.