2008
DOI: 10.1137/060675290
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Steepest Descent and Conjugate Gradient Methods with Variable Preconditioning

Abstract: Abstract. We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients A. We assume that the preconditioner is SPD on each step, and that the condition number of the preconditioned system matrix is bounded above by a constant independent of the step number. We show that the CG method with variable preconditioning under this assumption may not give improvement, compared to the steepest descent (SD) me… Show more

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Cited by 54 publications
(53 citation statements)
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References 11 publications
(30 reference statements)
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“…Our optimization chain is driven by a gradient‐based optimization algorithm, in particular the CG algorithm . The gradients dJdboldD required, that is, the sensitivities of the objective function J to changes in the design variables D , could be approximated using finite differences.…”
Section: Gradients Via the Adjoint Approachmentioning
confidence: 99%
“…Our optimization chain is driven by a gradient‐based optimization algorithm, in particular the CG algorithm . The gradients dJdboldD required, that is, the sensitivities of the objective function J to changes in the design variables D , could be approximated using finite differences.…”
Section: Gradients Via the Adjoint Approachmentioning
confidence: 99%
“…To obtain the biomass parameters we have fitted the shifted Gaussian to the measured chlorophyll profiles by adjusting the parameter values. The conjugate gradient method was used (Baldick, 2006;Knyazev and Lashuk, 2008). The shifted Gaussian was convergent for each chlorophyll profile.…”
Section: Testing the Shifted Gaussian Solutionmentioning
confidence: 99%
“…There are very efficient algorithms for both steps. The powerful iterative techniques such as the conjugate gradient method may be applied to solve the equations for finding pressure distribution. The Hoshen and Kopelman algorithm can be used to recognize the clusters.…”
Section: Resultsmentioning
confidence: 99%