Efficient Tridiagonal Preconditioner for the Matrix-Free Truncated Newton Method

0427366 - ÚI 2015 RIV US eng J - Článek v odborném periodiku
Lukšan, Ladislav - Vlček, Jan
Efficient Tridiagonal Preconditioner for the Matrix-Free Truncated Newton Method.
Applied Mathematics and Computation. Roč. 235, 25 May (2014), s. 394-407. ISSN 0096-3003. E-ISSN 1873-5649
Grant CEP: GA ČR GA13-06684S
Institucionální podpora: RVO:67985807
Klíčová slova: unconstrained optimization * large scale optimization * matrix-free truncated Newton method * preconditioned conjugate gradient method * preconditioners obtained by the directional differentiation * numerical algorithms
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 1.551, rok: 2014

In this paper, we study an efficient tridiagonal preconditioner, based on the directional differentiation, applied to the matrix-free truncated Newton method for unconstrained optimization. It is proved that this preconditioner is positive definite for many practical problems. The efficiency of the resulting matrix-free truncated Newton method is demonstrated by results of extensive numerical experiments.
Trvalý link: http://hdl.handle.net/11104/0232910