Preconditioned all-at-once methods for large, sparse parameter estimation problems
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Bibliographic record
Abstract
The problem of recovering a parameter function based on measurements of solutions of a system of partial differential equations in several space variables leads to a number of computational challenges. Upon discretization of a regularized formulation a large, sparse constrained optimization problem is obtained. Typically in the literature, the constraints are eliminated and the resulting unconstrained formulation is solved by some variant of Newton's method, usually the Gauss-Newton method. A preconditioned conjugate gradient algorithm is applied at each iteration for the resulting reduced Hessian system. In this paper we apply instead a preconditioned Krylov method directly to the KKT system arising from a Newton-type method for the constrained formulation (an "all-at-once" approach). A variant of symmetric QMR is employed, and an effective preconditioner is obtained by solving the reduced Hessian system approximately. Since the reduced Hessian system presents significa...
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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