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Limited-memory quasi-Newton operators #11

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dpo opened this issue Jul 24, 2016 · 0 comments

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enhancement up-for-grabs

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dpo commented Jul 24, 2016 •

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limited-memory SR1 approximation
- in loop form, forward ~~and inverse~~: Limited-memory SR1 operator #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
- damped update: Damped LBFGS Updates #17 with corrections in fix damping #40
limited-memory of any approximation in the Broyden class
- in compact form, forward and inverse

dpo added the enhancement label

abelsiqueira added help wanted up-for-grabs and removed help wanted labels

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