A Class of Diagonally Preconditioned Limited Memory Quasi-Newton Methods for Large-Scale Unconstrained Optimization

The focus of this thesis is to diagonally precondition on the limited memory quasi-Newton method for large scale unconstrained optimization problem. Particularly, the centre of discussion is on diagonally preconditioned limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method. L-BFGS method h...

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Bibliographic Details
Main Author: Chen, Chuei Yee
Format: Thesis
Published: 2009
Online Access:http://psasir.upm.edu.my/id/eprint/7547/1/ABS_---__FS_2009_29.pdf
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