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M1QN3

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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


Download

Download version 3.2 (mature)
released on 14 January 2009

Categories




Licensing

LicenseVerified byVerified onNotes
GPLv3Kelly Hopkins14 January 2009



Leaders and contributors

Contact(s)Role
Claude Lemarechal Maintainer
Jean-Charles Gilbert Maintainer


Resources and communication

Audience Resource type URI
Developer Download http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-download.php
Support E-mail http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-authors.html


Software prerequisites

This entry (in part or in whole) was last reviewed on 14 January 2009.



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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 or copyright-licenses or other similar notices described in this text has its own copyright notice and license, which can usually be found in the distribution or license text itself.


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