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

09/19/2021
by   Pascal Heid, et al.
0

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 nonlinear conjugate gradient method for the discretised problem. The benefit of the link between the two methods will be illustrated by a numerical experiment.

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