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A dimer-type saddle search algorithm with preconditioning and linesearch
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Gould, Nicholas, Ortner, Christoph and Packwood, David (2016) A dimer-type saddle search algorithm with preconditioning and linesearch. Mathematics of Computation, 85 . pp. 2939-2966. doi:10.1090/mcom/3096
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Official URL: http://doi.org/10.1090/mcom/3096
Abstract
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.
| Item Type: | Journal Article | ||||||
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| Subjects: | Q Science > QA Mathematics Q Science > QD Chemistry |
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| Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||
| Library of Congress Subject Headings (LCSH): | Method of steepest descent (Numerical analysis), Algorithms, Chemistry, Physical and theoretical | ||||||
| Journal or Publication Title: | Mathematics of Computation | ||||||
| Publisher: | American Mathematical Society | ||||||
| ISSN: | 0025-5718 | ||||||
| Official Date: | 22 March 2016 | ||||||
| Dates: |
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| Volume: | 85 | ||||||
| Page Range: | pp. 2939-2966 | ||||||
| DOI: | 10.1090/mcom/3096 | ||||||
| Status: | Peer Reviewed | ||||||
| Publication Status: | Published | ||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||
| Funder: | Engineering and Physical Sciences Research Council (EPSRC) | ||||||
| Grant number: | EP/J021377/1, EP/J022055/1 |
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