Scaled memoryless BFGS preconditioned steepest descent method for very large-scale unconstrained optimization

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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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Bibliographic Details
Main Authors:	Leong, Wah June, Abu Hassan, Malik
Format:	Article
Language:	English
Published:	Taru Publications 2009
Online Access:	http://psasir.upm.edu.my/id/eprint/16624/ http://psasir.upm.edu.my/id/eprint/16624/2/Scaled%20memoryless%20BFGS%20preconditioned%20steepest%20descent%20method%20for%20very%20large.pdf

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