Original title:
Robust Preconditioners for the Matrix Free Truncated Newton Method
Authors:
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan Document type: Papers Conference/Event: Programs and Algorithms of Numerical Mathematics /15./, Dolní Maxov (CZ), 2010-06-06 / 2010-06-11
Year:
2010
Language:
eng Abstract:
New positive definite preconditioners for the matrix free truncated Newton method are given. Corresponding algorithms are described in detail. Results of numerical experiments that confirm the efficiency and robustness of the preconditioned truncated Newton method are reported.
Keywords:
matrix-free mehods; Newton method; optimization; preconditioning Project no.: CEZ:AV0Z10300504 (CEP), GA201/09/1957 (CEP) Funding provider: GA ČR Host item entry: Programs and Algorithms of Numerical Mathematics, ISBN 978-80-85823-57-8