Algorithm 809: PREQN

DOI10.1145/382043.382343MaRDI QIDQ5460992zbMATH OpenOpenAlexWikidataFDO

Authors José Luis Morales, Jorge Nocedal

Publication date 20 July 2005

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/382043.382343

Mathematics Subject Classification ID

Packaged methods for numerical algorithms (65Y15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(7)

• An Analysis of a Hybrid Optimization Method for Variational Data Assimilation
• Matrix-free preconditioning using partial matrix estimation
• Preconditioning Newton-Krylov methods in nonconvex large scale optimization
• Algorithm 778: L-BFGS-B
• PREQN
• A class of approximate inverse preconditioners based on Krylov-subspace methods for large-scale nonconvex optimization
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization

Describes a project that uses

Uses Software

• tn
• L-BFGS

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