In this paper we study new preconditioners for the Nonlinear Conjugate Gradient (NCG) method in large scale unconstrained optimization. Our preconditioners are based on quasi--Newton updates, which approximate the inverse of the Hessian matrix. In particular, we consider a couple of new low-rank quasi-Newton symmetric updating formulae. Some preliminary numerical experiences are carried on, showing a comparison between one of our proposals and the use of L-BFGS update as preconditioner.
|Titolo:||Quasi–Newton updates for Preconditioned Nonlinear Conjugate Gradient methods|
|Data di pubblicazione:||2012|
|Appare nelle tipologie:||3.1 Articolo su libro|