Local Hessian-Free Second Order Optimization
Hessian-free methods are methods which perform second order optimization by direct computation of Hessian-vector products (Hv
) without requiring the construction of the full Hessian. As such, these methods can perform well for large second order optimization problems, but can require special case when considering conditioning of the Hessian.
Recommended Methods
KrylovTrustRegion
Optim.jl
KrylovTrustRegion