Efficient tridiagonal preconditioner for the matrix-free truncated Newton method

DOI10.1016/j.amc.2014.03.006zbMath1334.65113OpenAlexW2069960050MaRDI QIDQ272460

Jan Vlček, Ladislav Lukšan

Publication date: 20 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.03.006

zbMATH Keywords

unconstrained optimizationpreconditioned conjugate gradient methodnumerical algorithmslarge scale optimizationmatrix-free truncated Newton methodpreconditioners obtained by the directional differentiation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical computation of solutions to systems of equations (65H10) Preconditioners for iterative methods (65F08)

Related Items (2)

Effective matrix-free preconditioning for the augmented immersed interface method ⋮ A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization

Uses Software

• CUTEr
• UFO
• tn
• CUTE
• LSA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Preconditioning Newton-Krylov methods in nonconvex large scale optimization
• A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
• A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization
• Planar conjugate gradient algorithm for large-scale unconstrained optimization. I: Theory
• Planar conjugate gradient algorithm for large-scale unconstrained optimization. II: Application
• Algorithm 896
• Truncated-Newton algorithms for large-scale unconstrained optimization
• On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides
• Newton-Type Minimization via the Lanczos Method
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• Evaluating Derivatives
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Preconditioning of Truncated-Newton Methods
• A discrete Newton algorithm for minimizing a function of many variables
• Inexact Newton Methods
• Newton-type methods for unconstrained and linearly constrained optimization
• Solution of Sparse Indefinite Systems of Linear Equations
• Numerical Optimization
• CUTE
• Trust Region Methods
• Automatic Preconditioning by Limited Memory Quasi-Newton Updating
• Benchmarking optimization software with performance profiles.

This page was built for publication: Efficient tridiagonal preconditioner for the matrix-free truncated Newton method