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• W1561337459 abstract "A MATLAB implementation of the More-Sorensen sequential (MSS) method is presented. The MSS method computes the minimizer of a quadratic function defined by a limited-memory BFGS matrix subject to a two-norm trust-region constraint. This solver is an adaptation of the More-Sorensen direct method into an L-BFGS setting for large-scale optimization. The MSS method makes use of a recently proposed stable fast direct method for solving large shifted BFGS systems of equations [13, 12] and is able to compute solutions to any user-defined accuracy. This MATLAB implementation is a matrix-free iterative method for large-scale optimization. Numerical experiments on the CUTEr [3, 16]) suggest that using the MSS method as a trust-region subproblem solver can require significantly fewer function and gradient evaluations needed by a trust-region method as compared with the Steihaug-Toint method." @default.
• W1561337459 created "2016-06-24" @default.
• W1561337459 creator A5005703929 @default.
• W1561337459 creator A5074246943 @default.
• W1561337459 date "2012-12-07" @default.
• W1561337459 modified "2023-09-27" @default.
• W1561337459 title "MSS: MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization" @default.
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