truncated newton method

Efficient tridiagonal preconditioner for the matrix-free truncated Newton method

  • Ladislav Lukšan
  • Jan Vlček
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , ,

    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. CitationTechnical Report … Read more

    Band preconditioners for the matrix-free truncated Newton method

  • Ladislav Lukšan
  • Ctirad Matonoha
  • Jan Vlček
    • Categories Nonlinear Optimization Tags , , , ,

    This report is devoted to preconditioning techniques for the matrix-free truncated Newton method. After a review of basic known pproaches, we propose ew results concerning tridiagonal and pentadiagonal preconditioners based on the standard BFGS updates and on numerical differentiation. Furthermore, we present results of extensive numerical experiments serving for the careful comparison of suitable preconditioning … Read more

    Computational experience with an interior point algorithm for large scale contact problems

  • Dominikus Noll
  • Y. Renard
  • G. Tanoh
    • Categories Constrained Nonlinear Optimization, Mechanical Engineering, Quadratic Programming Tags , , ,

    In this paper we present an interior point method for large scale Signorini elastic contact problems. We study the case of an elastic body in frictionless contact with a rigid foundation. Primal and primal-dual algorithms are developed to solve the quadratic optimization problem arising in the variational formulation. Our computational study confirms the efficiency of … Read more