Vectorization of conjugate-gradient methods for large-scale minimization in meteorology
conjugate-gradient methodslarge-scale meteorological problemsrobust memoryless quasi- Newton-like conjugate-gradient algorithmvectorization
Newton-type methods (49M15) Numerical mathematical programming methods (65K05) Distributed algorithms (68W15) Meteorology and atmospheric physics (86A10) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of reduced gradient type (90C52) Applications of mathematical programming (90C90)
During the last few years, conjugate-gradient methods were found to be the best available tool for large-scale minimization of nonlinear functions occurring in geophysical applications. While vectorization techniques have been applied to linear conjugate-gradient methods designed to solve symmetric linear systems of algebraic equations, arising mainly from discretization of elliptic partial differential equations, due to their suitability for vector or parallel processing, no such effort was undertaken for the nonlinear conjugate-gradient method for large-scale unconstrained minimization. Computational results are presented here using a robust memoryless quasi- Newton-like conjugate-gradient algorithm developed in a paper by \textit{D. F. Shanno} and \textit{K. H. Phua} [ACM Trans. Math. Software 6, 618-622 (1980)] applied to a set of large-scale meteorological problems. These results point to the vectorization of the conjugate-gradient code inducing a significant speed-up in the function and gradient evaluation for the nonlinear conjugate-gradient method, resulting in a sizable reduction in the CPU time for minimizing nonlinear functions of \(10^ 4\) to \(10^ 5\) variables. This is particularly true for many real-life problems where the gradient and function evaluations take the bulk of the computational effort. It is concluded that vector computers are advantageous for large-scale numerical optimization problems where local minima of nonlinear functions are to be found using the nonlinear conjugate-gradient method.
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- A fast and robust unconstrained optimization method requiring minimum storage
- A Nongradient and Parallel Algorithm for Unconstrained Minimization
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- Algorithm 630
- An alternating direction implicit method for solving the shallow water equations
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- Conjugate Gradient Methods with Inexact Searches
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- Matrix conditioning and nonlinear optimization
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- Nongradient minimization methods for parallel processing computers. II
- On the Convergence of a New Conjugate Gradient Algorithm
- Parallel algorithms for solving systems of nonlinear equations
- Parallel variable metric algorithms for unconstrained optimization
- Pseudo-conjugate directions for the solution of the nonlinear unconstrained optimization problem on a parallel computer
- QN-like variable storage conjugate gradients
- Restart procedures for the conjugate gradient method
- Variational design of finite-difference schemes for initial value problems with an integral invariant
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