Further improvement of the Newton-PCG algorithm with automatic differentiation

被引：1
|
作者：
Deng, NY
Zhang, HB
Zhang, CH
机构：
[1] China Agr Univ, Beijing 100083, Peoples R China
[2] Shanxi Agr Univ, Taigu 030801, Peoples R China
来源：
OPTIMIZATION METHODS & SOFTWARE | 2001年 / 16卷 / 1-4期
关键词：
Newton's method; preconditioned conjugate gradient method; automatic differentiation;
D O I：
10.1080/10556780108805834
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
A new Newton-Preconditioned Conjugate Gradient (PCG) like algorithm is derived in [1,2], where the usual symbolic differentiation is used. Dixon in [3] pointed out that a further improvement would be achieved if symbolic differentiation is replaced by automatic differentiation. This paper confirms his observation showing how much further improvement can be obtained.
引用
收藏
页码：151 / 178
页数：28
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