Steepest descent preconditioning for nonlinear GMRES optimization
Steepest descent preconditioning for nonlinear GMRES optimization
SUMMARY Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N‐GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are proposed. The first employs a line search, whereas the second employs a predefined small step. A simple global convergence proof is provided for …