Conjugate gradient methods using quasi-Newton updates with inexact line searches
نویسندگان
چکیده
منابع مشابه
Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
In this paper we study new preconditioners to be used within the Nonlinear Conjugate Gradient (NCG) method, for large scale unconstrained optimization. The rationale behind our proposal draws inspiration from quasi– Newton updates, and its aim is to possibly approximate in some sense the inverse of the Hessian matrix. In particular, at the current iteration of the NCG we consider some precondit...
متن کاملInexact Quasi-Newton methods for sparse systems of nonlinear equations
In this paper we present the results obtained in solving consistent sparse systems of n nonlinear equations F (x) = 0; by a Quasi-Newton method combined with a p block iterative row-projection linear solver of Cimmino-type, 1 p n: Under weak regularity conditions for F; it is proved that this Inexact Quasi-Newton method has a local, linear convergence in the energy norm induced by the precondit...
متن کاملA combined conjugate-gradient quasi-Newton minimization algorithm
Although quasi-Newton algorithms generally converge in fewer iterations than conjugate gradient algorithms, they have the disadvantage of requiring substantially more storage. An algorithm will be described which uses an intermediate (and variable) amount of storage and which demonstrates convergence which is also intermediate, that is, generally better than that observed for conjugate gradient...
متن کاملInexact Block Quasi - Newton Methods for Sparsesystems of Nonlinear Equations
In this paper we present the results obtained in solving consistent sparse systems of n nonlinear equations F(x) = 0; by a Quasi-Newton method combined with a p block iterative row-projection linear solver of Cimmino-type, 1 p n: Under weak regularity conditions for F; it is proved that this Inexact Quasi-Newton method has a local, linear convergence in the energy norm induced by the preconditi...
متن کاملInexact Newton Dogleg Methods
The dogleg method is a classical trust-region technique for globalizing Newton’s method. While it is widely used in optimization, including large-scale optimization via truncatedNewton approaches, its implementation in general inexact Newton methods for systems of nonlinear equations can be problematic. In this paper, we first outline a very general dogleg method suitable for the general inexac...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1990
ISSN: 0022-247X
DOI: 10.1016/0022-247x(90)90109-s