I am trying to implement limited memory bundle method on piece-wise linear convex optimization problem (with dimension=5000) in c++, however, it seems limited memory bundle method code is not generally available. But the BFGS code (or quasi newton method) seems to be more available. Thus, I want to ask in practice, which method is better (in what way), comparing quasi-newton, limited memory bundle method, limited memory BFGS method.... Thank you.

asked 07 May '15, 14:32

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Asked: 07 May '15, 14:32

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Last updated: 12 May '15, 12:48

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