A class of diagonal preconditioners for limited memory BFGS method.

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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Bibliographic Details
Main Authors: Leong, Wah June, Chen, Chuei Yee
Format: Article
Language:English
English
Published: Taylor & Francis 2013
Online Access:http://psasir.upm.edu.my/id/eprint/29993/
http://psasir.upm.edu.my/id/eprint/29993/1/A%20class%20of%20diagonal%20preconditioners%20for%20limited%20memory%20BFGS%20method.pdf

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