Scaled memoryless BFGS preconditioned steepest descent method for very large-scale unconstrained optimization
A preconditioned steepest descent (SD) method for solving very large (with dimensions up to 106 ) unconstrained optimization problems is presented. The basic idea is to incorpo1 rate the preconditioning technique in the framework of the SD method. The preconditioner, which is also a scaled memoryles...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taru Publications
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/16624/2/Scaled%20memoryless%20BFGS%20preconditioned%20steepest%20descent%20method%20for%20very%20large.pdf http://psasir.upm.edu.my/id/eprint/16624/ |
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