Fast log-decon with a quasi-Newton solver
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Fast log-decon with a quasi-Newton solver
Antoine Guitton
Abstract:
I speed up the log-decon method by replacing the slow steepest-descent method with a faster quasi-Newton technique known as the limited-memory BFGS.
INTRODUCTION
Two solvers
The slow steepest-descent method
The fast L-BFGS method
A fair warning
A comparison on a field-data example
CONCLUSION
APPENDIX
The limited-memory BFGS method
An efficient algorithm for solving nonlinear problems
Bibliography
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2012-10-29