A decomposition procedure based on approximate newton directions

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dc.contributor.author Conejo, Antonio J.
dc.contributor.author Nogales Martín, Francisco Javier
dc.contributor.author Prieto Fernández, Francisco Javier
dc.date.accessioned 2006-11-08T15:55:53Z
dc.date.available 2006-11-08T15:55:53Z
dc.date.issued 2001-01
dc.identifier.uri http://hdl.handle.net/10016/153
dc.description.abstract The efficient solution of large-scale linear and nonlinear optimization problems may require exploiting any special structure in them in an efficient manner. We describe and analyze some cases in which this special structure can be used with very little cost to obtain search directions from decomposed subproblems. We also study how to correct these directions using (decomposable) preconditioned conjugate gradient methods to ensure local convergence in all cases. The choice of appropriate preconditioners results in a natural manner from the structure in the problem. Finally, we conduct computational experiments to compare the resulting procedures with direct methods, as well as to study the impact of different preconditioner choices.
dc.format.extent 207753 bytes
dc.format.mimetype application/pdf
dc.language.iso eng
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 2001-06
dc.relation.hasversion http://hdl.handle.net/10016/14955
dc.title A decomposition procedure based on approximate newton directions
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws010906
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