Some diagonal preconditioners for limited memory quasi-Newton method for large Scale optimization
One of the well-known methods in solving large scale unconstrained optimization is limited memory quasi-Newton (LMQN) method. This method is derived from a subproblem in low dimension so that the storage requirement as well as the computation cost can be reduced. In this paper, we propose a precondi...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
Institute for Mathematical Research, Universiti Putra Malaysia
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/38928/1/38928.pdf http://psasir.upm.edu.my/id/eprint/38928/ http://einspem.upm.edu.my/journal/fullpaper/vol7no2/3.%20Hong%20Seng%20Sim,%20Wah%20June%20Leong,%20Fudziah%20Ismail.pdf |
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