Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
Abstract: In this report, we study an efficient tridiagonal preconditioner, based on numerical differentiation, applied to the matrix-free truncated Newton method for unconstrained optimization. It is proved that this preconditioner is positive definite for many practical problems. The efficiency of the resulting matrix-free truncated Newton method is demonstrated by results of extensive numerical experiments.
Keywords: Unconstrained optimization, truncated Newton method, conjugate gradient method,tridiagonal preconditioning.
Category 1: Nonlinear Optimization
Category 2: Nonlinear Optimization (Unconstrained Optimization )
Citation: Technical Report No. V-1177, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague 2013.
Entry Submitted: 05/30/2013
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