Some diagonal preconditioners for limited memory quasi-Newton method for large Scale optimization

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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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Bibliographic Details
Main Authors:	Sim, Hong Seng, Leong, Wah June, Abu Hassan, Malik, Ismail, Fudziah
Format:	Article
Language:	English
Published:	Institute for Mathematical Research, Universiti Putra Malaysia 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/38928/ http://psasir.upm.edu.my/id/eprint/38928/1/38928.pdf

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