Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology

DOI10.1023/A:1010030224033zbMath0991.65051OpenAlexW1534488808MaRDI QIDQ5958056

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Publication date: 14 March 2002

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010030224033

zbMATH Keywords

oceanographyscalingmeteorologyviscous Burgers' equationdiagonal updatinginverse Hessian approximationlarge-scale minimizationlimited-memory BFGSquasi-Cauchy formulaquasi-Newton

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Meteorology and atmospheric physics (86A10) Methods of successive quadratic programming type (90C55)

Related Items (9)

Aerodynamic shape optimization using first and second order adjoint and direct approaches ⋮ Scaling damped limited-memory updates for unconstrained optimization ⋮ The continuous direct-adjoint approach for second-order sensitivities in viscous aerodynamic inverse design problems ⋮ Data assimilation for geophysical fluids ⋮ Krylov space approximate Kalman filtering ⋮ A class of diagonal preconditioners for limited memory BFGS method ⋮ Variational data assimilation and its decoupled iterative numerical algorithms for Stokes-Darcy model ⋮ Variational assimilation of oceanographic data. Primal and dual approaches ⋮ Data Assimilation for Geophysical Fluids: The Diffusive Back and Forth Nudging

Uses Software

• L-BFGS

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