We consider stopping criteria that balance algebraic and discretization errors for the conjugate gradient algorithm applied to high-order finite element discretizations of Poisson problems. First, we introduce a new s...
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We consider stopping criteria that balance algebraic and discretization errors for the conjugate gradient algorithm applied to high-order finite element discretizations of Poisson problems. First, we introduce a new stopping criterion that suggests stopping when the norm of the linear system residual is less than a small fraction of an error indicator derived directly from the residual. This indicator shares the same mesh size and polynomial degree scaling as the norm of the residual, resulting in a robust criterion regardless of the mesh size, the polynomial degree, and the shape regularity of the mesh. Second, for solving Poisson problems with highly variable piecewise constant coefficients, we introduce a sub domain-based criterion that recommends stopping when the norm of the linear system residual restricted to each subdomain is smaller than the corresponding indicator also restricted to that sub domain. Reliability and efficiency theorems for the first criterion are established. Numerical experiments, including tests with highly variable piecewise constant coefficients and a GPU-accelerated three-dimensional elliptic solver, demonstrate that the proposed criteria efficiently avoid both premature termination and oversolving.
This paper presents a new modified conjugategradient (NMCG) algorithm which satisfies the sufficient descent property under any line search for unconstrained optimization problems. We analyze that the algorithm is gl...
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This paper presents a new modified conjugategradient (NMCG) algorithm which satisfies the sufficient descent property under any line search for unconstrained optimization problems. We analyze that the algorithm is global convergence under the Wolfe line search. We use the proposed algorithm NMCG to unconstrained optimization problems to prove its effectiveness. Furthermore, we also extend it to solve image restoration and sparse signal recovery problems in compressive sensing, and the results indicate that our algorithm is effective and competitive.
Minimization algorithms are singular components in four-dimensional variational data assimilation(4DVar).In this paper,the convergence and application of the conjugate gradient algorithm(CGA),which is based on the Lan...
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Minimization algorithms are singular components in four-dimensional variational data assimilation(4DVar).In this paper,the convergence and application of the conjugate gradient algorithm(CGA),which is based on the Lanczos iterative algorithm and the Hessian matrix derived from tangent linear and adjoint models using a non-hydrostatic framework,are investigated in the 4DVar ***,the influence of the Gram-Schmidt orthogonalization of the Lanczos vector on the convergence of the Lanczos algorithm is *** results show that the Lanczos algorithm without orthogonalization fails to converge after the ninth iteration in the 4DVar minimization,while the orthogonalized Lanczos algorithm converges ***,the convergence and computational efficiency of the CGA and quasi-Newton method in batch cycling assimilation experiments are compared on the 4DVar platform of the Global/Regional Assimilation and Prediction System(GRAPES).The CGA is 40%more computationally efficient than the quasi-Newton method,although the equivalent analysis results can be obtained by using either the CGA or the quasi-Newton ***,the CGA based on Lanczos iterations is better for solving the optimization problems in the GRAPES 4DVar system.
The matrix representation of a linear operator is used in the conjugate gradient algorithm to solve electromagnetic boundary value problems. The use of this approach obviates the difficult task of finding the adjoint ...
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The matrix representation of a linear operator is used in the conjugate gradient algorithm to solve electromagnetic boundary value problems. The use of this approach obviates the difficult task of finding the adjoint of the operator
We propose a simple stopping criterion for the conjugategradient (CG) algorithm in the framework of anisotropic, adaptive finite elements for elliptic problems. The goal of the adaptive algorithm is to find a triangu...
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We propose a simple stopping criterion for the conjugategradient (CG) algorithm in the framework of anisotropic, adaptive finite elements for elliptic problems. The goal of the adaptive algorithm is to find a triangulation such that the estimated relative error is close to a given tolerance TOL. We propose to stop the CG algorithm whenever the residual vector has Euclidian norm less than a small fraction of the estimated error. This stopping criterion is based on a posteriori error estimates between the true solution u and the computed solution u(h)(n) (the superscript n stands for the CG iteration number, the subscript It for the typical mesh size) and on heuristics to relate the error between u(h) and u(h)(n) to the residual vector. Numerical experiments with anisotropic adaptive meshes show that the total number of CG iterations can be divided by 10 without significant discrepancy in the computed results. Copyright (C) 2008 John Wiley & Sons, Ltd.
A flow search approach is presented in this paper. In the approach, each iterative process involves a subproblem, whose variables are the stepsize parameters. Every feasible solution of the subproblem corresponds to s...
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A flow search approach is presented in this paper. In the approach, each iterative process involves a subproblem, whose variables are the stepsize parameters. Every feasible solution of the subproblem corresponds to some serial search stages, the stepsize parameters in different search stages may interact mutually, and their optimal values are determined by evaluating the total effect of the interaction. The main idea of the flow search approach is illustrated via the minimization of a convex quadratic function. Based on the flow search approach, some properties of the m-step linear conjugate gradient algorithm are analyzed and new bounds on its convergence rate are also presented. Theoretical and numerical results indicate that the new bounds are better than the well-known ones.
Solution of large sparse linear systems of equations in the form A x = b constitutes a significant amount of the computations in the simulation of physical phenomena [1]. For example, the finite element discretization...
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Solution of large sparse linear systems of equations in the form A x = b constitutes a significant amount of the computations in the simulation of physical phenomena [1]. For example, the finite element discretization of a regular domain, with proper ordering of the variables x , renders a banded N × N coefficient matrix A . The conjugategradient (CG) [2,3] algorithm is an iterative method for solving sparse matrix equations and is widely used because of its convergence properties. In this paper an implementation of the conjugate gradient algorithm, that exploits both vectorization and parallelization on a 2-dimensional hypercube with vector processors at each node (iPSC-VX/d2), is described. The implementation described here achieves efficient parallelization by using a version of the CG algorithm suitable for coarse grain parallelism [4,5] to reduce the communication steps required and by overlapping the computations on the vector processor with internode communication. With parallelization and vectorization, a speedup of 58 over a μVax II is obtained for large problems, on a two dimensional vector hypercube (iPSC-VX/d2).
Electromagnetic tomography is a process detection technology based upon the principles of electromagnetic induction. The forward problem model and sensitivity distribution matrix of electromagnetic tomography are intr...
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Electromagnetic tomography is a process detection technology based upon the principles of electromagnetic induction. The forward problem model and sensitivity distribution matrix of electromagnetic tomography are introduced as the basis of the inverse problem. The search direction and iterative parameters of the conjugate gradient algorithm are modified to improve the quality and convergence of image reconstruction. A new spectral parameter conjugate gradient algorithm is described to modify the search direction, which is used to control the angle between the old and new search directions. The search direction is determined according to the iteration of each step in order to find the optimal solution. Combining the advantages of the Fletcher-Reeves and Polak-Ribiere-Polyak algorithms in the nonlinear conjugate gradient algorithm, they are mixed in a specific proportion to obtain a new hybrid conjugate gradient algorithm. In order to verify the effectiveness of the modified conjugate gradient algorithm, three physical models of electromagnetic tomography system are constructed, and the modified conjugate gradient algorithm is compared with the traditional algorithm. The experimental results show that the reconstructed image quality of the modified spectral conjugate gradient algorithm is higher and has better numerical performance. The hybrid conjugate gradient algorithm highlights the advantages of the Fletcher-Reeves and Polak-Ribiere-Polyaks algorithms. The convergence speed is faster than the Polak-Ribiere-Polyak method, and the imaging quality is higher than the other algorithms.
A reduced complexity multiple-input multiple-output (MIMO) equalizer with ordered successive interference cancellation (OSIC) is proposed for combating intersymbol interference (ISI) and cochannel interference (CCI) o...
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A reduced complexity multiple-input multiple-output (MIMO) equalizer with ordered successive interference cancellation (OSIC) is proposed for combating intersymbol interference (ISI) and cochannel interference (CCI) over frequency-selective multipath channels. It is developed as a reduced-rank realization of the conventional MMSE decision feedback equalizer (DFE). In particular, the MMSE weight vectors at each stage of OSIC are computed based on the generalized sidelobe canceller (GSC) technique and reduced-rank processing is incorporated by using the conjugategradient (CG) algorithm for reduced complexity implementation. The CG algorithm leads to a best low-rank representation of the GSC blocking matrix via an iterative procedure, which in turn gives a reduced-rank equalizer weight vector achieving the best compromise between ISI and CCI suppression. With the dominating interference successfully cancelled at each stage of OSIC, the number of iterations required for the convergence of the CG algorithm decreases accordingly for the desired signal. Computer simulations demonstrate that the proposed reduced-rank MIMO DFE can achieve nearly the same performance as the full-rank MIMO MMSE DFE with an effective rank much lower than the dimension of the signal-plus-interference subspace.
In this paper, we present a three-term conjugate gradient algorithm and three approaches are used in the designed algorithm: (i) A modified weak Wolfe-Powell line search technique is introduced to obtain alpha(k). (ii...
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In this paper, we present a three-term conjugate gradient algorithm and three approaches are used in the designed algorithm: (i) A modified weak Wolfe-Powell line search technique is introduced to obtain alpha(k). (ii) The search direction d(k) is given by a symmetrical Perry matrix which contains two positive parameters, and the sufficient descent property of the generated directions holds independent of the MWWP line search technique. (iii) A parabolic will be proposed and regarded as the projection surface, the next point x(k+1) is generated by a new projection technique. The global convergence of the new algorithm under a MWWP line search is obtained for general functions. Numerical experiments show that the given algorithm is promising.
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