A class of diagonal preconditioners for limited memory BFGS method
DOI10.1080/10556788.2011.653356zbMath1269.65054OpenAlexW2129841493MaRDI QIDQ4924122
Chuei Yee Chen, Wah June Leong
Publication date: 30 May 2013
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: http://psasir.upm.edu.my/id/eprint/29993/1/A%20class%20of%20diagonal%20preconditioners%20for%20limited%20memory%20BFGS%20method.pdf
convergencenumerical resultslarge-scale optimizationpreconditioningdiagonal updatinglimited memory BFGS methodBroyden-Fletcher-Goldforb-Shanno methodweak-quasi-Newton equation
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) Preconditioners for iterative methods (65F08)
Uses Software
Cites Work
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