On Limited Memory Self-Scaling VM-Algorithms for Unconstrained Optimization
JOURNAL OF EDUCATION AND SCIENCE,
2010, Volume 23, Issue 3, Pages 93-107
In this paper, we have investigated a new scaling parameter in the standard memoryless L-BFGS algorithm. This new consideration is compared with the standard L-BFGS method under the assumption of the L-BFGS method with m=3, and by using ten nonlinear different dimensionality test problems. The new modification performs very effective numerical results compared with the standard algorithm.
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