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Automatic preconditioning by limited memory quasi-Newton updating. (English) Zbl 1020.65019

MSC:
65F10 Iterative numerical methods for linear systems
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
65F35 Numerical computation of matrix norms, conditioning, scaling
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
Software:
L-BFGS
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