Automatic Preconditioning by Limited Memory Quasi-Newton Updating
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Publication:4509752
DOI10.1137/S1052623497327854zbMATH Open1020.65019OpenAlexW1972015017MaRDI QIDQ4509752FDOQ4509752
José Luis Morales, Jorge Nocedal
Publication date: 19 October 2000
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623497327854
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preconditioningnumerical experimentsconjugate gradient methodfinite elementquasi-Newton methodlimited memory methodHessian-free Newton method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cited In (48)
- Full Waveform Inversion and the Truncated Newton Method
- A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
- Exploiting damped techniques for nonlinear conjugate gradient methods
- A compact limited memory method for large scale unconstrained optimization
- An Analysis of a Hybrid Optimization Method for Variational Data Assimilation
- Low-rank update of preconditioners for the inexact Newton method with SPD Jacobian
- Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
- A survey of truncated-Newton methods
- Matrix-free preconditioning using partial matrix estimation
- Preconditioning Newton-Krylov methods in nonconvex large scale optimization
- Updating preconditioner for iterative method in time domain simulation of power systems
- Computational enhancements in low-rank semidefinite programming
- Preconditioner updates for solving sequences of linear systems in matrix-free environment
- A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization
- Preconditioning and globalizing conjugate gradients in dual space for quadratically penalized nonlinear-least squares problems
- Preconditioner updates applied to CFD model problems
- Improving Triangular Preconditioner Updates for Nonsymmetric Linear Systems
- A new class of supermemory gradient methods
- Inexact Hessian-vector products in reduced-space differential-equation constrained optimization
- On preconditioner updates for sequences of saddle-point linear systems
- A new preconditioner update strategy for the solution of sequences of linear systems in structural mechanics: application to saddle point problems in elasticity
- Quasi-Newton approaches to interior point methods for quadratic problems
- A Time-Domain Preconditioned Truncated Newton Approach to Visco-acoustic Multiparameter Full Waveform Inversion
- An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization
- Preconditioned nonlinear conjugate gradient methods based on a modified secant equation
- Numerical linear algebra in data assimilation
- Modified quasi-Newton methods for solving systems of linear equations
- Preconditioners for Krylov subspace methods: An overview
- The trust region subproblem and semidefinite programming*
- A multigrid preconditioner for Jacobian-free Newton-Krylov methods
- Jacobian-free implicit inner-iteration preconditioner for nonlinear least squares problems
- FaIMS: a fast algorithm for the inverse medium problem with multiple frequencies and multiple sources for the scalar Helmholtz equation
- A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization
- Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections
- Data assimilation in weather forecasting: a case study in PDE-constrained optimization
- Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics
- A Riemannian Newton trust-region method for fitting Gaussian mixture models
- On solving large-scale limited-memory quasi-Newton equations
- Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
- A class of diagonal preconditioners for limited memory BFGS method
- On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices
- Multipreconditioned Gmres for Shifted Systems
- PENNON: Software for Linear and Nonlinear Matrix Inequalities
- Low rank updates in preconditioning the saddle point systems arising from data assimilation problems
- A framework of conjugate direction methods for symmetric linear systems in optimization
- Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
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