We propose a class of preconditioners for large positive definite linear systems, arising in nonlinear optimization frameworks. These preconditioners can be computed as by-product of Krylov subspace solvers. Preconditioners in our class are chosen by setting the values of some user-dependent parameters. We first provide some basic spectral properties which motivate a theoretical interest for the proposed class of preconditioners. Then, we report the results of a comparative numerical experience, among some preconditioners in our class, the unpreconditioned case and the preconditioner in . The experience was carried on first considering some relevant linear systems proposed in the literature. Then, we embedded our preconditioners within a linesearch-based Truncated Newton method, where sequences of linear systems (namely Newton’s equations), are required to be solved. We performed an extensive numerical testing over the entire medium-large scale convex unconstrained optimization test set of CUTEst collection , confirming the efficiency of our proposal and the improvement with respect to the preconditioner in .
|Titolo:||A novel class of Approximate Inverse Preconditioners for large positive definite systems|
|Autori interni:||FASANO, Giovanni|
|Data di pubblicazione:||2016|
|Rivista:||COMPUTATIONAL OPTIMIZATION AND APPLICATIONS|
|Appare nelle tipologie:||2.1 Articolo su rivista |
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|10.1007_s10589-015-9765-1_con_cover.pdf||paper||1.17 MB||Adobe PDF||Documento in Post-print||Riservato|