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