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Some numerical experiments on scaling and updating L-BFGS diagonal preconditioners

By Fabrice Veerse, Didier Auroux and 38 - Montbonnot-Saint-Martin (France). Unite de Recherche Rhone-Alpes Institut National de Recherche en Informatique et en Automatique (INRIA)

Abstract

Theme 4 - Simulation et optimisation de systemes complexes - Projet IDOPTSIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 14802 E, issue : a.2000 n.3858 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Topics: 09H - Computer software, programming, LARGE-SCALE MINIMIZATION, QUASI-NEWTON, LIMITED-MEMORY BFGS, DIAGONAL PRECONDITIONING, QUASI-CAUCHY
Year: 2000
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Provided by: OpenGrey Repository
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