Band preconditioners for the matrix-free truncated Newton method
Abstract: This report is devoted to preconditioning techniques for the matrix-free truncated Newton method. After a review of basic known pproaches, we propose ew results concerning tridiagonal and pentadiagonal preconditioners based on the standard BFGS updates and on numerical differentiation. Furthermore, we present results of extensive numerical experiments serving for the careful comparison of suitable preconditioning techniques and confirming efficiency of the band preconditioners.
Keywords: Unconstrained optimization, large scale optimization, truncated Newton method, matrix-free Newton method, band preconditioners, algorithms.
Category 1: Nonlinear Optimization
Citation: Report V-1079, Institute of Computer Science AS CR, Pod Vodarenskou Vezi 2, 18207 Prague 8, 2010.
Entry Submitted: 11/25/2010
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