Robust Preconditioners for the Matrix Free Truncated Newton Method

Authors: Ladislav Lukšan, Ctirad Matonoha, Jan Vlček
Publication year: 2010
Publication type: Konferenční příspěvek (mezinárodní konf.)
Periodical: Programs and Algorithms of Numerical Mathematics
Projects: Development of methods for solving large scale nonlinear programming and nonsmooth optimization problems
Bibliographic citation: LUKŠAN, Ladislav, MATONOHA, Ctirad, VLČEK, Jan. Robust Preconditioners for the Matrix Free Truncated Newton Method. In: VEJCHODSKÝ, T., CHLEBOUN, J., PŘIKRYL, P., SEGETH, K., ŠÍSTEK, J., eds. Programs and Algorithms of Numerical Mathematics. Praha: MÚ AV ČR, v. v. i., 2010, S. 137-151. ISBN 978-80-85823-57-8. Dostupné z: http://www.math.cas.cz/~panm/Panm15/proceedings/PANM15proc.pdf
ID: 358543

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.