Novel preconditioners based on quasi–Newton updates for nonlinear conjugate gradient methods
نویسندگان
چکیده
منابع مشابه
Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
In this paper we study new preconditioners to be used within the Nonlinear Conjugate Gradient (NCG) method, for large scale unconstrained optimization. The rationale behind our proposal draws inspiration from quasi– Newton updates, and its aim is to possibly approximate in some sense the inverse of the Hessian matrix. In particular, at the current iteration of the NCG we consider some precondit...
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2016
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-016-1060-2