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Fix diagonal preconditioner #2

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jrvanwhy opened this issue Feb 23, 2015 · 0 comments
Open

Fix diagonal preconditioner #2

jrvanwhy opened this issue Feb 23, 2015 · 0 comments

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@jrvanwhy
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Currently, the diagonal elements passed in for the Hessian preconditioner are handled poorly. Instead, let's use the current value only for the initial preconditioner then (if possible -- can this be calculated efficiently?) use the BFGS diagonal to fill in for nonpositive elements instead of a fixed 1.
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