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A Comparison between LBFGS and a free self-scaling VM algorithms for unconstrained optimization | ||
| Tikrit Journal of Pure Science | ||
| Article 1, Volume 16, Issue 4, 2011, Pages 290-297 | ||
| Author | ||
| Omar B. Mohammed | ||
| Abstract | ||
| In this paper, a comparison between the limited memory BFGS algorithm, LBFGS developed by Nocedal (1980) and free self-scaling VM algorithm called (MBFGS) algorithm has been investigated. The free self-scaling VM algorithms is the best due to its low storage requirement and also able to solve large-scale test problems with 106 variables successfully while the other method fail to converge in this accuracy. | ||
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