TAOLMVM#
Limited Memory Variable Metric method is a quasi-Newton optimization solver for unconstrained minimization. It solves the Newton step Hkdk = - gk using an approximation Bk in place of Hk, where Bk is composed using the BFGS update formula. A More-Thuente line search is then used to computed the steplength in the dk direction
Options Database Keys#
-tao_lmvm_recycle - enable recycling LMVM updates between TaoSolve() calls
-tao_lmvm_no_scale - (developer) disables diagonal Broyden scaling on the LMVM approximation
Level#
beginner
Location#
Examples#
src/tao/unconstrained/tutorials/eptorsion1.c
src/tao/unconstrained/tutorials/rosenbrock2.c
src/tao/unconstrained/tutorials/eptorsion3.c
src/tao/unconstrained/tutorials/minsurf1.c
src/tao/unconstrained/tutorials/rosenbrock1.c
Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages