A PRECONDITIONING FRAMEWORK FOR SEQUENCES OF DIAGONALLY MODIFIED LINEAR SYSTEMS ARISING IN OPTIMIZATION

We propose a framework for building preconditioned for sequences of linear systems of the form (A + ∆ k )x k = b k , where A is symmetric positive semidefinite and ∆ k is diagonal positive semidefinite. Such sequences arise in several optimization methods, e.g., in affine-scaling methods for bound-c...

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Vydané v:	SIAM journal on numerical analysis Ročník 50; číslo 6; s. 3280 - 3302
Hlavní autori:	BELLAVIA, STEFANIA, DE SIMONE, VALENTINA, DI SERAFINO, DANIELA, MORINI, BENEDETTA
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2012
Predmet:	Algorithms Convex analysis Eigenvalues Factorization Hessian matrices Linear systems Mathematical sequences Matrices Methods Newtons method Numerical analysis Optimization Preconditioning Quadratic programming
ISSN:	0036-1429, 1095-7170
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