Generalizations of the limited-memory BFGS method based on the quasi-product form of update.

Jan Vlcek Ladislav Luksan

Published in: J. Comput. Appl. Math. (2013)

Keyphrases

limited memory
quasi newton method
real time
higher order
product form
machine learning
objective function
lower bound
dynamic programming
supply chain
sensitivity analysis
multi agent
computational complexity
quasi newton