large indefinite linear systems

AINVk: a Class of Approximate Inverse Preconditioners based on Krylov-subspace methods, for Large Indefinite Linear Systems

  • Giovanni Fasano
  • Massimo Roma
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Unconstrained Optimization Tags , , ,

    We propose a class of preconditioners for symmetric linear systems arising from numerical analysis and nonconvex optimization frameworks. Our preconditioners are specifically suited for large indefinite linear systems and may be obtained as by-product of Krylov-subspace solvers, as well as by applying L-BFGS updates. Moreover, our proposal is also suited for the solution of a … Read more