-

 

 

 




Optimization Online





 

Preconditioning issues in the numerical solution of nonlinear equations and nonlinear least squares

Stefania Bellavia (stefania.bellavia***at***unifi.it)
Margherita Porcelli (margherita.porcelli***at***unibo.it)

Abstract: 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.

Keywords: Preconditioning, factorization updates, quasi-Newton updates

Category 1: Nonlinear Optimization

Citation: S. Bellavia, M. Porcelli, Preconditioning issues in the numerical solution of nonlinear equations and nonlinear least-squares , Pesquisa Operacional, 34:3 (2014), pp. 421-445.

Download: [PDF]

Entry Submitted: 12/16/2013
Entry Accepted: 12/16/2013
Entry Last Modified: 11/24/2014

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society