Preconditioning Newton–Krylov methods in nonconvex large scale optimization
نویسندگان
چکیده
منابع مشابه
Preconditioning Newton-Krylov methods in nonconvex large scale optimization
We consider an iterative preconditioning technique for large scale optimization, where the objective function is possibly non-convex. First, we refer to the solution of a generic indefinite linear system by means of a Krylov subspace method, and describe the iterative construction of the preconditioner which does not involve matrices products or matrix storage. The set of directions generated b...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2013
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-013-9563-6