A Limited Memory Quasi-Newton Preconditioner for Large Scale Optimization

Veranise Jacubowski Correia Dubeux,José Herskovits,Sandro R. Mazorche

A Limited Memory Quasi-Newton Preconditioner for Large Scale Optimization

2006

Veranise Jacubowski Correia Dubeux
José Herskovits
Sandro R. Mazorche

We study the appication of the conjugated gradient method preconditioned by a limited memory quasi- Newton matrix in the resolution of the FAIPA’s internal linear systems.

Keywords:

Linear system
Gradient method
Preconditioner
Mathematical optimization
Mathematical analysis
Conjugate gradient method
Matrix (mathematics)
Mathematics

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