Quasi-Newton based preconditioning and damped quasi-Newton schemes for nonlinear conjugate gradient methods
In this paper, we deal with matrix-free preconditioners for nonlinear conjugate gradient (NCG) methods. In particular, we review proposals based on quasi-Newton updates, and either satisfying the secant equation or a secant-like equation at some of the previous iterates. Conditions are given proving that, in some sense, the proposed preconditioners also approximate the inverse of the Hessian matrix. In particular, the structure of the preconditioners depends both on low-rank updates along with some specific parameters. The low-rank updates are obtained as by-product of NCG iterations.