Preconditioned spectral gradient method (Q1851001)

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Preconditioned spectral gradient method
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    Preconditioned spectral gradient method (English)
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    15 December 2002
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    Modifications of the spectral gradient method are presented, which globalize the method and present strategies to apply preconditioning techniques. The condition of uniform positive definiteness of the preconditioning matrices is replaced with mild conditions on the search directions. The resulting algorithm is robust and effective on very large problems. Numerical experiments show the effectiveness of the methodology.
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    Spectral gradient method
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    preconditioning techniques
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    multidimensional scaling
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    nonmonotone line search
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    Poisson-type equations
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