کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9511578 | 1342108 | 2005 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Implicit and adaptive inverse preconditioned gradient methods for nonlinear problems
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات محاسباتی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
Numerical schemes for approximating the inverse of a given matrix, using an ordinary differential equation (ODE) model, were recently developed. We extend that approach to solve nonlinear minimization problems, within the framework of a preconditioned gradient method. The main idea is to develop an automatic and implicit scheme to approximate directly the preconditioned search direction at every iteration, without an a priori knowledge of the Hessian of the objective function, and involving only a reduced and controlled amount of storage and computational cost. The new scheme allows us to obtain asymptotically the Newton's direction by improving the accuracy in the ODE solver associated with the implicit scheme. We will present extensive and encouraging numerical results on some well-known test problems, on the problem of computing the square root of a given symmetric and positive definite matrix, and also on a nonlinear Poisson type equation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Numerical Mathematics - Volume 55, Issue 1, September 2005, Pages 32-47
Journal: Applied Numerical Mathematics - Volume 55, Issue 1, September 2005, Pages 32-47
نویسندگان
Jean-Paul Chehab, Marcos Raydan,