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A link between the steepest descent method and fixed-point iterations

We will make a link between the steepest descent method for an unconstrained minimisation problem and fixed-point iterations for its Euler–Lagrange equation. In this context, we shall rediscover the preconditioned algebraic conjugate gradient method for the discretised problem. The benefit of the co...

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Detalles Bibliográficos
Autor principal: Heid, Pascal
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9813030/
https://www.ncbi.nlm.nih.gov/pubmed/36619368
http://dx.doi.org/10.1007/s11590-022-01867-9
Descripción
Sumario:We will make a link between the steepest descent method for an unconstrained minimisation problem and fixed-point iterations for its Euler–Lagrange equation. In this context, we shall rediscover the preconditioned algebraic conjugate gradient method for the discretised problem. The benefit of the connection of those concepts will be illustrated by a numerical experiment.