M1QN3
M1QN3
http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3.html
The routine M1QN3 has been designed to minimize functions depending on a very large number of variables (several hundred million is sometimes possible) not subject to constraints. It implements a limited memory quasi-Newton technique (the L-BFGS method of J. Nocedal) with a dynamically updated scalar or diagonal preconditioner. It uses line-search to enforce global convergence; more precisely, the step-size is determined by the Fletcher-Lemaréchal algorithm and realizes the Wolfe conditions.
Documentation
http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-documentation.html
Licensing
| License | Verified by | Verified on | Notes |
|---|---|---|---|
| GPLv3 | Kelly Hopkins | 14 January 2009 |
Leaders and contributors
| Contact(s) | Role |
|---|---|
 Claude Lemarechal | Maintainer |
|
Jean-Charles Gilbert | Maintainer |
Resources and communication
Software prerequisites
This entry (in part or in whole) was last reviewed on 14 January 2009.
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