Algorithm 809: PREQN

DOI10.1145/382043.382343zbMath1070.65538OpenAlexW1977932514WikidataQ113309797 ScholiaQ113309797MaRDI QIDQ5460992

José Luis Morales, Nocedal, Jorge

Publication date: 20 July 2005

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/382043.382343

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Packaged methods for numerical algorithms (65Y15)

Related Items

Matrix-free preconditioning using partial matrix estimation, Preconditioning Newton-Krylov methods in nonconvex large scale optimization, A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization, Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization, PREQN, An Analysis of a Hybrid Optimization Method for Variational Data Assimilation

Uses Software

• L-BFGS
• tn