A framework of conjugate direction methods for symmetric linear systems in optimization

DOI10.1007/S10957-014-0600-0zbMath1327.90304arXiv1408.6043OpenAlexW3103937829MaRDI QIDQ2342136

Giovanni Fasano

Publication date: 11 May 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.6043

zbMATH Keywords

preconditioningconjugate direction methodsconjugacy loss and error analysisKrylov-based methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Newton-type methods (49M15)

Related Items (1)

Conjugate direction methods and polarity for quadratic hypersurfaces

Uses Software

• mctoolbox
• tn

Cites Work

• Preconditioning Newton-Krylov methods in nonconvex large scale optimization
• A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
• Assessing a search direction within a truncated Newton method
• Lanczos conjugate-gradient method and pseudoinverse computation on indefinite and singular systems
• A truncated Newton method with non-monotone line search for unconstrained optimization
• Iterative solution of linear systems in the 20th century
• A survey of truncated-Newton methods
• Iterative computation of negative curvature directions in large scale optimization
• Planar conjugate gradient algorithm for large-scale unconstrained optimization. I: Theory
• Planar conjugate gradient algorithm for large-scale unconstrained optimization. II: Application
• On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides
• Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations
• Trust Region Methods
• Automatic Preconditioning by Limited Memory Quasi-Newton Updating
• Exploiting negative curvature directions in linesearch methods for unconstrained optimization
• Iterative Solution Methods
• The Lanczos and Conjugate Gradient Algorithms
• Methods of conjugate gradients for solving linear systems
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