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Efficient Tridiagonal Preconditioner for the Matrix-Free Truncated Newton Method
- 1.0427366 - ÚI 2015 RIV US eng J - Journal Article
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
R&D Projects: GA ČR GA13-06684S
Institutional support: RVO:67985807
Keywords : unconstrained optimization * large scale optimization * matrix-free truncated Newton method * preconditioned conjugate gradient method * preconditioners obtained by the directional differentiation * numerical algorithms
Subject RIV: BA - General Mathematics
Impact factor: 1.551, year: 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.
Permanent Link: http://hdl.handle.net/11104/0232910
Number of the records: 1