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- Title
An Efficient Limited Memory Multi-Step Quasi-Newton Method.
- Authors
Moghrabi, Issam A. R.; Hassan, Basim A.
- Abstract
This paper is dedicated to the development of a novel class of quasi-Newton techniques tailored to address computational challenges posed by memory constraints. Such methodologies are commonly referred to as "limited" memory methods. The method proposed herein showcases adaptability by introducing a customizable memory parameter governing the retention of historical data in constructing the Hessian estimate matrix at each iterative stage. The search directions generated through this novel approach are derived from a modified version closely resembling the full memory multi-step BFGS update, incorporating limited memory computation for a singular term to approximate matrix–vector multiplication. Results from numerical experiments, exploring various parameter configurations, substantiate the enhanced efficiency of the proposed algorithm within the realm of limited memory quasi-Newton methodologies category.
- Subjects
QUASI-Newton methods; MEMORY; HESSIAN matrices; RECORDS management
- Publication
Mathematics (2227-7390), 2024, Vol 12, Issue 5, p768
- ISSN
2227-7390
- Publication type
Article
- DOI
10.3390/math12050768