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.

KrylovTrustRegion

Optim.jl

KrylovTrustRegion