A limited memory BFGS-type method for large-scale unconstrained optimization.

Yunhai Xiao Zengxin Wei Zhiguo Wang

Published in: Comput. Math. Appl. (2008)

Keyphrases

limited memory
quasi newton method
cost function
memory space
constrained optimization
real time
data sets
special case
dynamic programming
probabilistic model
sliding window
memory requirements
convergence rate
unconstrained optimization