Software

Available software from selected research projects:

(1) Matlab code for "Nonlinear Preconditioning Project: Convergence Acceleration for Nonlinear Optimization"

https://github.com/hansdesterck/nonlinear-preconditioning-for-optimization

This github package includes code for several nonlinear acceleration methods as described in:

  • Hans De Sterck, "A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition", SIAM J. Sci. Comput. 34, A1351-A1379, 2012.
  • Hans De Sterck, "Steepest Descent Preconditioning for Nonlinear GMRES Optimization", Numerical Linear Algebra with Applications 20, 453-471, 2013.
  • Hans De Sterck and Manda Winlaw, "Nonlinearly Preconditioned Conjugate Gradient Algorithm for Rank-R Canonical Tensor Approximation", submitted, 2014.
  • Hans De Sterck and Alexander J.M. Howse, "Nonlinearly preconditioned L-BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition",¬†Numerical Linear Algebra with Applications, e2202, 2018.