A class of diagonal preconditioners for limited memory BFGS method.
A major weakness of the limited memory BFGS (LBFGS) method is that it may converge very slowly on ill-conditioned problems when the identity matrix is used for initialization. Very often, the LBFGS method can adopt a preconditioner on the identity matrix to speed up the convergence. For this purpo...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Taylor & Francis
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/29993/1/A%20class%20of%20diagonal%20preconditioners%20for%20limited%20memory%20BFGS%20method.pdf http://psasir.upm.edu.my/id/eprint/29993/ |
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