Preconditioning Subspace Quasi-Newton Method for Large Scale Unconstrained Optimization

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Preconditioning Subspace Quasi-Newton Method for Large Scale Unconstrained Optimization

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

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Bibliographic Details
Main Author:	Sim, Hong Sen
Format:	Thesis
Language:	English
Published:	2011
Subjects:	Newton-Raphson method Mathematical optimization
Online Access:	http://psasir.upm.edu.my/id/eprint/20374/ http://psasir.upm.edu.my/id/eprint/20374/1/IPM_2011_12__ir.pdf

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