Author :
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (683 download)
Book Synopsis Preconditioning a Product of Matrices Arising in Trust Region Subproblems by :
Download or read book Preconditioning a Product of Matrices Arising in Trust Region Subproblems written by and published by . This book was released on 1996 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: In solving large scale optimization problems, we find it advantageous to use iterative methods to solve the sparse linear systems that arise. In the ETR software for solving equality constrained optimization problems, we use a conjugate gradient method to approximately solve the trust region subproblems. To speed up the convergence of the conjugate gradient routine, we need to precondition matrices of the form Z{sup T} W Z, which are not explicitly stored. Four preconditioners were implemented and the results for each are given.