Preconditioning Subspace Quasi-Newton Method for Large Scale Unconstrained Optimization

Preconditioning Subspace Quasi-Newton Method for Large Scale Unconstrained Optimization

Subspace quasi-Newton (SQN) method has been widely used in large scale unconstrained optimization problem. Its popularity is due to the fact that this method can construct subproblems in low dimensions so that the storage requirement as well as the computation cost can be reduced. Besides of this, i...

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书目详细资料
主要作者:	Sim, Hong Sen
格式:	Thesis
语言:	English
出版:	2011
主题:	Newton-Raphson method Mathematical optimization
在线阅读:	http://psasir.upm.edu.my/id/eprint/20374/1/IPM_2011_12__ir.pdf
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