JuliaSmoothOptimizers / JuliaSmoothOptimizers/LinearOperators.jl
Limited-memory quasi-Newton operators
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- Julia
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Description
- [ ] limited-memory SR1 approximation
- [X] in loop form, forward ~~and inverse~~: #14
- [ ] in compact form, forward ~~and inverse~~
- NB: inverse is trivial because SR1 is self dual
- [ ] limited-memory BFGS approximation
- [ ] in compact form, forward and inverse
- [x] damped update: #17 with corrections in #40
- [ ] limited-memory of any approximation in the Broyden class
- [ ] in compact form, forward and inverse
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