Updating conjugate directions by the BRGS formula
Mathematical Programming: Series A and B
ACM Transactions on Mathematical Software (TOMS)
Some numerical experiments with variable-storage quasi-Newton algorithms
Mathematical Programming: Series A and B
On the limited memory BFGS method for large scale optimization
Mathematical Programming: Series A and B
Conversion to Fortran 90: a case study
ACM Transactions on Mathematical Software (TOMS)
Algorithm 630: BBVSCG–a variable-storage algorithm for function minimization
ACM Transactions on Mathematical Software (TOMS)
Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
ACM Transactions on Mathematical Software (TOMS)
Conversion to Fortran 90: a case study
ACM Transactions on Mathematical Software (TOMS)
Certification of algorithm 734: a Fortran 90 code for unconstrained nonlinear minimization
ACM Transactions on Mathematical Software (TOMS)
Designing numerical libraries in Fortran 90
Computer Standards & Interfaces
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This paper describes a Fortran 90 implementation of ACM Transactions on Mathematical Software Algorithm 630, a minimization algorithm designed for use in a limited-memory environment. It includes implementation of the Buckley-LeNir method, Nocedal's limited memory algorithm, and an experimental limited-memory implementation of a factored update due to Powell, as well as a fairly standard quasi-Newton implementation due originally to Shanno. This algorithm uses a number of the new features of Fortran 90 to offer capabilities that were not formerly available.