Preconditioning on subspace quasi-Newton method for large scale unconstrained optimization

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Preconditioning on subspace quasi-Newton method for large scale unconstrained optimization

Recently, subspace quasi-Newton (SQN) method has been widely used in solving large scale unconstrained optimization. Besides constructing sub-problems in low dimensions so that the storage requirement as well as computational cost can be reduced, it can also be implemented extremely fast when the ob...

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Bibliographic Details
Main Authors:	Sim, Hong Seng, Leong, Wah June, Ismail, Fudziah
Format:	Conference or Workshop Item
Language:	English
Published:	AIP Publishing LLC 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/57355/ http://psasir.upm.edu.my/id/eprint/57355/1/Preconditioning%20on%20subspace%20quasi-Newton%20method%20for%20large%20scale%20unconstrained%20optimization.pdf

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