Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods

DOI10.1007/s11590-016-1060-2zbMath1367.90091OpenAlexW2472474713MaRDI QIDQ523183

Caliciotti Andrea, Fasano Giovanni, Roma Massimo

Publication date: 20 April 2017

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-016-1060-2

zbMATH Keywords

quasi-Newton updatesapproximate inverse preconditionerslarge scale nonconvex optimizationpreconditioned nonlinear conjugate gradient

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26)

Related Items (8)

New three-term conjugate gradient algorithm for solving monotone nonlinear equations and signal recovery problems ⋮ A link between the steepest descent method and fixed-point iterations ⋮ Preconditioned nonlinear conjugate gradient methods based on a modified secant equation ⋮ Preconditioned nonlinear conjugate gradient method for micromagnetic energy minimization ⋮ Regulation cooperative control for heterogeneous uncertain chaotic systems with time delay: a synchronization errors estimation framework ⋮ Exploiting damped techniques for nonlinear conjugate gradient methods ⋮ On a conjugate directions method for solving strictly convex QP problem ⋮ A variation of Broyden class methods using Householder adaptive transforms

Uses Software

• L-BFGS
• SCALCG
• CUTEst

Cites Work

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