Steepest descent preconditioning for nonlinear GMRES optimization

DOI10.1002/nla.1837zbMath1313.65137arXiv1106.4426OpenAlexW2111507332MaRDI QIDQ2931517

Hans De Sterck

Publication date: 25 November 2014

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.4426

zbMATH Keywords

convergencenumerical resultspreconditioningnonlinear optimizationconjugate gradient methodleast squaressteepest descentBFGS methodconjugate gradientquadratic programline-searchgeneralized minimal residual (GMRES) methodBroyden-Fletcher-Goldfarb-Shanno methodBroyden-Fletcher-Goldfarb-Shanno

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (7)

A nonlinearly preconditioned conjugate gradient algorithm for rank‐R canonical tensor approximation ⋮ Direct nonlinear acceleration ⋮ Anderson acceleration as a Krylov method with application to convergence analysis ⋮ On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES ⋮ Nonlinearly Preconditioned Optimization on Grassmann Manifolds for Computing Approximate Tucker Tensor Decompositions ⋮ Composing Scalable Nonlinear Algebraic Solvers ⋮ Rotational symmetry detection in 3D using reflectional symmetry candidates and quaternion-based rotation parameterization

Uses Software

• TensorToolbox
• Poblano
• minpack
• Anderson

Cites Work

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• Anderson Acceleration for Fixed-Point Iterations
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Extrapolation Methods for Vector Sequences
• Testing Unconstrained Optimization Software
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• Line search algorithms with guaranteed sufficient decrease
• Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows
• A Flexible Inner-Outer Preconditioned GMRES Algorithm

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