Istituto di Scienza e Tecnologie dell'Informazione     
Porcelli M., Bellavia S., Morini B. New preconditioner updates in Newton-Krylov methods for nonlinear systems. In: EUROPT 2013 - 11th EUROPT Workshop on Advances in Continuous Optimization (Firenze, Italy, 26-28 June 2013).
We address the problem of preconditioning sequences of large sparse indefinite systems of linear equations arising in the solution of large nonlinear systems via Newton-Krylov methods. We present two new strategies to construct approximate updates of a factorized preconditioner for a reference matrix of the sequence. Both updates are based on the availability of an incomplete factorization for one matrix of the sequence and differ in the approximation of the so-called ideal updates. Furthermore, nearly matrix-free implementations are discussed.
Subject Large scale optimization
Nonlinear otimization

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