Diagonal Hessian Approximation for Limited Memory Quasi-Newton via Variational Principle.

Siti Mahani Marjugi Wah June Leong

Published in: J. Appl. Math. (2013)

Keyphrases

quasi newton
quasi newton method
limited memory
variational principle
step size
optimization methods
convergence rate
optimization method
newton method
convergence speed
optimization procedure
memory space
sliding window
influence diagrams
data streams
real time
cost function