Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology

DOI10.1023/A:1010030224033zbMath0991.65051OpenAlexW1534488808MaRDI QIDQ5958056

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Publication date: 14 March 2002

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010030224033

zbMATH Keywords

oceanographyscalingmeteorologyviscous Burgers' equationdiagonal updatinginverse Hessian approximationlarge-scale minimizationlimited-memory BFGSquasi-Cauchy formulaquasi-Newton

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Meteorology and atmospheric physics (86A10) Methods of successive quadratic programming type (90C55)

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Aerodynamic shape optimization using first and second order adjoint and direct approaches ⋮ Scaling damped limited-memory updates for unconstrained optimization ⋮ The continuous direct-adjoint approach for second-order sensitivities in viscous aerodynamic inverse design problems ⋮ Data assimilation for geophysical fluids ⋮ Krylov space approximate Kalman filtering ⋮ A class of diagonal preconditioners for limited memory BFGS method ⋮ Variational assimilation of oceanographic data. Primal and dual approaches ⋮ Data Assimilation for Geophysical Fluids: The Diffusive Back and Forth Nudging

Uses Software

• L-BFGS

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