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gptkbp:instanceOf
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mathematical optimization
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gptkbp:abbreviation
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gptkb:Limited-memory_Broyden–Fletcher–Goldfarb–Shanno_algorithm
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gptkbp:advantage
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low memory usage
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gptkbp:appliesTo
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gptkb:machine_learning
computational physics
data science
engineering
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gptkbp:author
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gptkb:Jorge_Nocedal
gptkb:Dong_C._Liu
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gptkbp:basedOn
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gptkb:BFGS_algorithm
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gptkbp:category
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gptkb:quasi-Newton_method
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gptkbp:citation
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Liu, D.C. and Nocedal, J. (1989). On the limited memory BFGS method for large scale optimization. Mathematical Programming, 45(1-3), 503-528.
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gptkbp:fullName
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gptkb:Limited-memory_Broyden–Fletcher–Goldfarb–Shanno_algorithm
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https://www.w3.org/2000/01/rdf-schema#label
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L-BFGS algorithm
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gptkbp:implementedIn
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gptkb:TensorFlow
gptkb:Julia
gptkb:MATLAB
gptkb:PyTorch
gptkb:SciPy
R
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gptkbp:input
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objective function
gradient
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gptkbp:introducedIn
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1980s
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gptkbp:numberOfLocations
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limited number of vectors
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gptkbp:output
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local minimum
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gptkbp:relatedTo
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gptkb:Newton's_method
gptkb:BFGS_algorithm
DFP algorithm
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gptkbp:updateRule
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approximates inverse Hessian matrix
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gptkbp:usedFor
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unconstrained optimization
large-scale optimization
numerical optimization
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gptkbp:bfsParent
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gptkb:BFGS_algorithm
gptkb:Ciyou_Zhu
gptkb:Jorge_Nocedal
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gptkbp:bfsLayer
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8
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