A dimer-type saddle search algorithm with preconditioning and linesearch
Author(s) -
Nicholas I. M. Gould,
Christoph Ortner,
David Packwood
Publication year - 2016
Publication title -
mathematics of computation
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.95
H-Index - 103
eISSN - 1088-6842
pISSN - 0025-5718
DOI - 10.1090/mcom/3096
Subject(s) - hessian matrix , mathematics , saddle , saddle point , convergence (economics) , algorithm , rate of convergence , series (stratigraphy) , mathematical optimization , computer science , key (lock) , geometry , computer security , economics , economic growth , paleontology , biology
The dimer method is a Hessian-free algorithm for computing saddle points. We augment the method with a linesearch mechanism for automatic step size selection as well as preconditioning capabilities. We prove local linear convergence. A series of numerical tests demonstrate significant performance gains.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom