preconditioning

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.

A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization

We introduce a class of positive definite preconditioners for the solution of large symmetric indefinite linear systems or sequences of such systems, in optimization frameworks. The preconditioners are iteratively constructed by collecting information on a reduced eigenspace of the indefinite matrix by means of a Krylov-subspace solver. A spectral analysis of the preconditioned matrix shows the clustering of some eigenvalues and possibly the nonexpansion of its spectrum.

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