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math.NA2012★ 1 cited
MSS: MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization
Jennifer B. Erway, Roummel F. Marcia
A MATLAB implementation of the More-Sorensen sequential (MSS) method is presented. The MSS method computes the minimizer of a quadratic function defined by a limited-memory BFGS ma…
math.NA2012★ 1 cited
Shifted L-BFGS Systems
Jennifer B. Erway, Vibhor Jain, Roummel F. Marcia
We investigate fast direct methods for solving systems of the form (B + G)x = y, where B is a limited-memory BFGS matrix and G is a symmetric positive-definite matrix. These system…
math.NA2012
Limited-memory BFGS Systems with Diagonal Updates
Jennifer B. Erway, Roummel F. Marcia
In this paper, we investigate a formula to solve systems of the form (B + σI)x = y, where B is a limited-memory BFGS quasi-Newton matrix and σ is a positive constant. These types o…