We propose a framework for building preconditioners for sequences of linear systems arising in several optimization methods, e.g., in affine-scaling methods for bound-constrained convex quadratic programming and bound-constrained linear least squares, as well as in trust-region and overestimation methods for convex unconstrained optimization problems and nonlinear least squares.

A preconditioning framework for sequences of diagonally modified linear systems arising in optimization / S. Bellavia; V. De Simone; D. di Serafino; B. Morini. - In: SIAM JOURNAL ON NUMERICAL ANALYSIS. - ISSN 0036-1429. - STAMPA. - 50:(2012), pp. 3280-3302. [10.1137/110860707]

A preconditioning framework for sequences of diagonally modified linear systems arising in optimization

BELLAVIA, STEFANIA;MORINI, BENEDETTA
2012

Abstract

We propose a framework for building preconditioners for sequences of linear systems arising in several optimization methods, e.g., in affine-scaling methods for bound-constrained convex quadratic programming and bound-constrained linear least squares, as well as in trust-region and overestimation methods for convex unconstrained optimization problems and nonlinear least squares.
2012
50
3280
3302
S. Bellavia; V. De Simone; D. di Serafino; B. Morini
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/763927
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