Displaying similar documents to “On diagonally preconditioning the 2-steps BFGS method with accumulated steps for supra-scale linearly constrained nonlinear programming.”

On diagonally-preconditioning the truncated-Newton method for super-scale linearly constrained nonlinear programming.

Laureano F. Escudero (1982)

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We present an algorithm for super-scale linearly constrained nonlinear programming (LCNP) based on Newton's method. In large scale programming solving Newton's equation at each iteration can be expensive and may not be justified when far from a local solution; we briefly review the current existing methodologies, such that by classifying the problems in small-scale, super-scale and supra-scale problems we suggest the methods that, based on our own computational experience, are more suitable...

On superlinear multiplier update methods for partial augmented Lagrangian techniques.

Eugenio Mijangos (2002)

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The minimization of a nonlinear function with linear and nonlinear constraints and simple bounds can be performed by minimizing an augmented Lagrangian function, including only the nonlinear constraints. This procedure is particularly interesting in case that the linear constraints are flow conservation equations, as there exist efficient techniques to solve nonlinear network problems. It is then necessary to estimate their multipliers, and variable reduction techniques can be used to...

Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition

Jonas Koko (2004)

International Journal of Applied Mathematics and Computer Science

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Newton's iteration is studied for the numerical solution of an elliptic PDE with nonlinear boundary conditions. At each iteration of Newton's method, a conjugate gradient based decomposition method is applied to the matrix of the linearized system. The decomposition is such that all the remaining linear systems have the same constant matrix. Numerical results confirm the savings with respect to the computational cost, compared with the classical Newton method with factorization at each...