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Efficient tridiagonal preconditioner for the matrix-free truncated Newton method

Ladislav Luksan(luksan***at***cs.cas.cz)
Jan Vlcek(vlcek***at***cs.cas.cz)

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.

Download: [PDF]

Entry Submitted: 05/30/2013
Entry Accepted: 05/30/2013
Entry Last Modified: 05/30/2013

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