Iterative methods for ill-conditioned linear systems for optimization

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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
Contributors	NIM Gould (CCLRC Rutherford Appleton Lab.)
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)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-1998-064. 1998.		raltr-1998064.pdf	1998