Steepest descent preconditioning for nonlinear GMRES optimization
نویسندگان
چکیده
منابع مشابه
Steepest Descent Preconditioning for Nonlinear GMRES Optimization
Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N-GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are proposed. The first employs a line search, while the second employs a predefined small step. A simple global convergence proof is provided for the NGMRES optimi...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2012
ISSN: 1070-5325
DOI: 10.1002/nla.1837