A Limited-Memory BFGS Algorithm Based on a Trust-Region Quadratic Model for Large-Scale Nonlinear Equations.
Where this comes from
- Record sourced from PubMed, PMID 25950725.
- Also identified by DOI 10.1371/journal.pone.0120993 and PMC identifier 4423997.
- Licence recorded as CC BY.
- The licence permits redistribution, so the abstract is shown in full and the full text is available from the publisher.
Abstract
In this paper, a trust-region algorithm is proposed for large-scale nonlinear equations, where the limited-memory BFGS (L-M-BFGS) update matrix is used in the trust-region subproblem to improve the effectiveness of the algorithm for large-scale problems. The global convergence of the presented method is established under suitable conditions. The numerical results of the test problems show that the method is competitive with the norm method.
Medical subject headings
- Algorithms
- Nonlinear Dynamics