Fast log-decon with a quasi-Newton solver |

- Choose , , . Set .
- Compute

(8) (9)

where meets the Wolfe conditions. - Let
=min
,
.
Update
times using the pairs
,
i.e., let

- Set and go to 2 if the residual power is not small enough.

This scaling greatly improves the performances of the method. Liu and Nocedal (1989) show that the storage limit for large-scale problems has little effects. A common choice for is . In practice, the initial guess for the Hessian is the identity matrix ; then it might be scaled as proposed in equation (12). The nonlinear solver as detailed in the previous algorithm converges to a local minimizer of .

Fast log-decon with a quasi-Newton solver |

2012-10-29