Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Hessian Initialization Strategies for L-BFGS Solving Non-linear Inverse
  Problems   L-BFGS is the state-of-the-art optimization method for many large scale
inverse problems. It has a small memory footprint and achieves superlinear
convergence. The method approximates Hessian based on an initial approximation
and an update rule that models current local curvature information. The initial
approximation greatly affects the scaling of a search direction and the overall
convergence of the method.
  We propose a novel, simple, and effective way to initialize the Hessian.
Typically, the objective function is a sum of a data-fidelity term and a
regularizer. Often, the Hessian of the data-fidelity is computationally
challenging, but the regularizer's Hessian is easy to compute.
  We replace the Hessian of the data-fidelity with a scalar and keep the
Hessian of the regularizer to initialize the Hessian approximation at every
iteration. The scalar satisfies the secant equation in the sense of ordinary
and total least squares and geometric mean regression. Our new strategy not
only leads to faster convergence, but the quality of the numerical solutions is
generally superior to simple scaling based strategies. Specifically, the
proposed schemes based on ordinary least squares formulation and geometric mean
regression outperform the state-of-the-art schemes.
  The implementation of our strategy requires only a small change of a standard
L-BFGS code. Our experiments on convex quadratic problems and non-convex image
registration problems confirm the effectiveness of the proposed approach.

22
The categories of this paper are: chao-dyn
9
The categories of this paper are: nlin
32
The categories of this paper are: atom-ph
25
The categories of this paper are: patt-sol
34
The categories of this paper are: chem-ph
24
The categories of this paper are: dg-ga
29
The categories of this paper are: funct-an
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex