TAOLMVM#

Limited Memory Variable Metric method is a quasi-Newton optimization solver for unconstrained minimization. It solves the Newton step \( H d_k = - g \) using an approximation \(B_k\) in place of \(H\), where \(B_k\) is composed using the BFGS update formula. A More-Thuente line search is then used to compute the steplength in the \(d_k\) 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

See Also#

Tao, TAONTR, TAONTL, TAONM, TaoType, TaoCreate()

Level#

beginner

Location#

src/tao/unconstrained/impls/lmvm/lmvm.c

Examples#

src/tao/unconstrained/tutorials/rosenbrock2.c
src/tao/unconstrained/tutorials/rosenbrock1_taoterm.c
src/tao/unconstrained/tutorials/rosenbrock1f.F90
src/tao/unconstrained/tutorials/eptorsion1.c
src/tao/unconstrained/tutorials/rosenbrock1.c
src/tao/unconstrained/tutorials/minsurf1.c
src/tao/unconstrained/tutorials/eptorsion3.c

Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages