Preconditioned subspace quasi-newton method for large scale optimization

Subspace quasi-Newton (SQN) method has been widely used in large scale unconstrained optimization problem. Its popularity is due to the fact that the method can construct subproblems in low dimensions so that storage requirement as well as the computation cost can be minimized. However, the main dra...

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Bibliographic Details
Main Authors: Sim, Hong Seng, Leong, Wah June, Abu Hassan, Malik, Ismail, Fudziah
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2014
Online Access:http://psasir.upm.edu.my/id/eprint/40563/1/46.%20Preconditioned%20Subspace%20Quasi-Newton%20Method%20for%20Large%20Scale.pdf
http://psasir.upm.edu.my/id/eprint/40563/
http://pertanika.upm.edu.my/Pertanika%20PAPERS/JST%20Vol.%2022%20(1)%20Jan.%202014/16%20Page%20175-192%20(JST%200350-2011).pdf
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