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A class of diagonal preconditioners for limited memory BFGS method.
Wah June Leong
Chuei Yee Chen
Published in:
Optim. Methods Softw. (2013)
Keyphrases
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limited memory
quasi newton method
pairwise
convergence rate
objective function
high efficiency
real time
machine learning
dynamic programming
sliding window
covariance matrix
memory space