PRECONDITIONING ISSUES IN THE NUMERICAL SOLUTION OF NONLINEAR EQUATIONS AND NONLINEAR LEAST SQUARES

PRECONDITIONING ISSUES IN THE NUMERICAL SOLUTION OF NONLINEAR EQUATIONS AND NONLINEAR LEAST SQUARES

Second order methods for optimization call for the solution of sequences of linear systems. In this survey we will discuss several issues related to the preconditioning of such sequences. Covered topics include both techniques for building updates of factorized preconditioners and quasi-Newton appro...

Full description

Bibliographic Details
Main Authors: Stefania Bellavia, Margherita Porcelli
Format: Article
Language:English
Published: Sociedade Brasileira de Pesquisa Operacional 2014-12-01
Series:Pesquisa Operacional
Subjects:
preconditioning
factorization updates
quasi-Newton updates
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300421&lng=en&tlng=en
Description
Summary:Second order methods for optimization call for the solution of sequences of linear systems. In this survey we will discuss several issues related to the preconditioning of such sequences. Covered topics include both techniques for building updates of factorized preconditioners and quasi-Newton approaches. Sequences of unsymmetric linear systems arising in Newton-Krylov methods will be considered as well as symmetric positive definite sequences arising in the solution of nonlinear least-squares by Truncated Gauss-Newton methods.
ISSN:1678-5142

Similar Items