Preconditioned subspace quasi-newton method for large scale optimization
Subspace quasi-Newton (SQN) method has been widely used in large scale unconstrained optimization problem. Its popularity is due to the fact that the method can construct subproblems in low dimensions so that storage requirement as well as the computation cost can be minimized. However, the main dra...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2014
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/40563/1/46.%20Preconditioned%20Subspace%20Quasi-Newton%20Method%20for%20Large%20Scale.pdf |