Preconditioned spectral gradient method

DOI10.1023/A:1020181927999MaRDI QIDQ1851001zbMATH OpenOpenAlexFDO

Authors Francisco Luengo, M. Raydan, William Glunt, Thomas L. Hayden

Publication date 15 December 2002

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020181927999

zbMATH Keywords

multidimensional scalingnonmonotone line searchPoisson-type equationspreconditioning techniquesSpectral gradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Methods of reduced gradient type (90C52)

Review text

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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