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Persistent URL http://purl.org/net/epubs/work/29747
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Record Id 29747
Title Iterative methods for ill-conditioned linear systems for optimization
Abstract Preconditioned conjugate-gradient methods are proposed for solving the ill-conditioned linear systems which arise in penalty and barrier methods for nonlinear minimization. The preconditioners are chosen so as to isolate the dominant cause of ill-conditioning. The methods are stabilized using a restricted form of iterative refinement. Numerical results illustrate the approaches considered.
Organisation CCLRC
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Language English (EN)
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Report RAL Technical Reports RAL-TR-1998-064. 1998. raltr-1998064.pdf 1998