On the Solution of Indefinite Systems Arising in Nonlinear Optimization
نویسندگان
چکیده
We consider the application of the preconditioned conjugate gradient (PCG) method to the solution of indefinite linear systems arising in nonlinear optimization. Our approach is based on the choice of quasidefinite preconditioners and of a suitable factorization routine. Some theoretical and numerical results about these preconditioners are obtained. Furthermore, we show the behaviour of the PCG method for different representations of the indefinite systems and we compare the effectiveness of the proposed variants.
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تاریخ انتشار 2006