RT Generic
T1 A decomposition procedure based on approximate newton directions
A1 Conejo, Antonio J.
A1 Nogales Martín, Francisco Javier
A1 Prieto Fernández, Francisco Javier
AB 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.
YR 2001
FD 2001-01
LK https://hdl.handle.net/10016/153
UL https://hdl.handle.net/10016/153
LA eng
LA eng
DS e-Archivo
RD 4 may. 2024