A Class of Diagonally Preconditioned Limited Memory Quasi-Newton Methods for Large-Scale Unconstrained Optimization
The focus of this thesis is to diagonally precondition on the limited memory quasi-Newton method for large scale unconstrained optimization problem. Particularly, the centre of discussion is on diagonally preconditioned limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method. L-BFGS method h...
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| Format: | Thesis |
| Language: | English English |
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2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/7547/ http://psasir.upm.edu.my/id/eprint/7547/1/ABS_---__FS_2009_29.pdf |