Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
DOI10.1080/10556780410001727709zbMATH Open1127.90408OpenAlexW2152951271MaRDI QIDQ3369520FDOQ3369520
Authors: Massimo Roma 
Publication date: 2 February 2006
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780410001727709
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preconditioningequilibrated matrixtruncated Newton methodconjugate gradient (CG) methodrow-column scaling
Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Numerical computation of solutions to systems of equations (65H10)
Cites Work
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Cited In (10)
- A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
- Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
- Preconditioning Newton-Krylov methods in nonconvex large scale optimization
- A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization
- Scaling damped limited-memory updates for unconstrained optimization
- Dynamic scaling on the limited memory BFGS method
- A class of diagonal preconditioners for limited memory BFGS method
- On diagonally-preconditioning the 2-step BFGS method with accumulated steps for linearly constrained nonlinear programming
- On diagonally preconditioning the truncated Newton method for super-scale linearly constrained nonlinear prrogramming
- Preconditioning of Truncated-Newton Methods
Uses Software
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