A class of diagonal preconditioners for limited memory BFGS method
نویسندگان
چکیده
منابع مشابه
A class of diagonal preconditioners for limited memory BFGS method
A major weakness of the limited memory BFGS (LBFGS) method is that it may converge very slowly on ill-conditioned problems when the identity matrix is used for initialization. Very often, the LBFGS method can adopt a preconditioner on the identity matrix to speed up the convergence. For this purpose, we propose a class of diagonal preconditioners to boost the performance of the LBFGS method. In...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2013
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2011.653356