M1QN3
This entry published by the Free Software Foundation.
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 | 2454845.514 January 2009 |
Leaders and contributors
| Contact(s) | Role |
|---|---|
 Claude Lemarechal | Maintainer |
|
Jean-Charles Gilbert | Maintainer |
Resources and communication
Software prerequisites
Click here if you'd like to report a problem or make a suggestion that could
This entry (in part or in whole) was last reviewed on 14 January 2009.
Problem with this listing?
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the page “GNU Free Documentation License”.
The copyright and license notices on this page only apply to the text on this page. Any software described in this text has its own copyright notice and license, which can usually be found in the distribution itself.
This page was last modified on 12 April 2011, at 13:12.