Automatic Preconditioning by Limited Memory Quasi-Newton Updating.

José Luis Morales Jorge Nocedal

Published in: SIAM J. Optim. (2000)

Keyphrases

quasi newton method
quasi newton
limited memory
newton method
optimization methods
memory space
influence diagrams
optimization method
step size
sliding window
data streams
real time
probabilistic model
np hard
objective function
machine learning
data sets