M1QN3

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M1QN3

http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3.html
A solver of large-scale unconstrained minimization problems.

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

http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-3.2-distrib.tgz

version 3.2 (mature)
released on 14 January 2009



User level

Intermediate


Categories





Licensing

License

Verified by

Verified on

Notes

Verified by

Kelly Hopkins

Verified on

14 January 2009




Leaders and contributors

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


Resources and communication

AudienceResource typeURI
DeveloperDownloadhttp://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-download.php
SupportE-mailhttp://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 February 2017.



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