Abstract
It is shown that the two-loop recursion for computing the search direction of a limited memory method for optimization can be derived by means of the reverse mode of automatic differentiation applied to an auxilliary function.
Original language | English (US) |
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Pages (from-to) | 47-50 |
Number of pages | 4 |
Journal | Applied Mathematics Letters |
Volume | 6 |
Issue number | 3 |
DOIs | |
State | Published - May 1993 |
Funding
*This author was supported by the National Science Foundation Grant INT-9101901, of Energy Grant DEFG02-87ER25047.
ASJC Scopus subject areas
- Applied Mathematics