petsc-3.10.4 2019-02-26
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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

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

Examples

src/tao/unconstrained/examples/tutorials/eptorsion1.c.html
src/tao/unconstrained/examples/tutorials/rosenbrock1.c.html
src/tao/unconstrained/examples/tutorials/rosenbrock1f.F90.html

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