Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
From MaRDI portal
Publication:523183
DOI10.1007/s11590-016-1060-2zbMath1367.90091MaRDI QIDQ523183
Caliciotti Andrea, Fasano Giovanni, Roma Massimo
Publication date: 20 April 2017
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-016-1060-2
quasi-Newton updates; approximate inverse preconditioners; large scale nonconvex optimization; preconditioned nonlinear conjugate gradient
90C06: Large-scale problems in mathematical programming
90C26: Nonconvex programming, global optimization
Related Items
New three-term conjugate gradient algorithm for solving monotone nonlinear equations and signal recovery problems, Preconditioned nonlinear conjugate gradient method for micromagnetic energy minimization, Regulation cooperative control for heterogeneous uncertain chaotic systems with time delay: a synchronization errors estimation framework, Exploiting damped techniques for nonlinear conjugate gradient methods, On a conjugate directions method for solving strictly convex QP problem, A variation of Broyden class methods using Householder adaptive transforms, Preconditioned nonlinear conjugate gradient methods based on a modified secant equation, A link between the steepest descent method and fixed-point iterations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Preconditioning Newton-Krylov methods in nonconvex large scale optimization
- On the limited memory BFGS method for large scale optimization
- Conjugate gradient algorithms in nonconvex optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization
- Iterative computation of negative curvature directions in large scale optimization
- On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides
- Sizing and Least-Change Secant Methods
- QN-like variable storage conjugate gradients
- A Relationship between the BFGS and Conjugate Gradient Algorithms and Its Implications for New Algorithms
- Updating Quasi-Newton Matrices with Limited Storage
- Global Convergence Properties of Conjugate Gradient Methods for Optimization
- Conjugate Gradient Methods with Inexact Searches
- Line search algorithms with guaranteed sufficient decrease
- Automatic Preconditioning by Limited Memory Quasi-Newton Updating
- A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
- A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
- Function minimization by conjugate gradients
- The Limited Memory Conjugate Gradient Method
- Scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
- Methods of conjugate gradients for solving linear systems
- Benchmarking optimization software with performance profiles.
