Some diagonal preconditioners for limited memory quasi-Newton method for large Scale optimization

• Main Authors: Sim, Hong Seng, Leong, Wah June, Abu Hassan, Malik, Ismail, Fudziah
• Format: Article
• Language: English
• Published: Institute for Mathematical Research, Universiti Putra Malaysia 2013
• Online Access: http://psasir.upm.edu.my/id/eprint/38928/1/38928.pdf; http://psasir.upm.edu.my/id/eprint/38928/; http://einspem.upm.edu.my/journal/fullpaper/vol7no2/3.%20Hong%20Seng%20Sim,%20Wah%20June%20Leong,%20Fudziah%20Ismail.pdf

One of the well-known methods in solving large scale unconstrained optimization is limited memory quasi-Newton (LMQN) method. This method is derived from a subproblem in low dimension so that the storage requirement as well as the computation cost can be reduced. In this paper, we propose a precondi...