Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
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...
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| Veröffentlicht in: | Applied mathematics and computation 2014-05, Vol.235, p.394-407 |
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| container_title | Applied mathematics and computation |
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| creator | Luksan, Ladislav Vlcek, Jan |
| description | 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. |
| doi_str_mv | 10.1016/j.amc.2014.03.006 |
| format | Article |
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| ispartof | Applied mathematics and computation, 2014-05, Vol.235, p.394-407 |
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| source | Elsevier ScienceDirect Journals |
| subjects | Computation Computational efficiency Computing time Differentiation Large scale optimization Mathematical models Matrix-free truncated Newton method Newton methods Numerical algorithms Optimization Preconditioned conjugate gradient method Preconditioners obtained by the directional differentiation Unconstrained optimization |
| title | Efficient tridiagonal preconditioner for the matrix-free truncated Newton method |
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