A link between the steepest descent method and fixed-point iterations
1Mathematical Institute, University of Oxford, Woodstock Road, Oxford, OX2 6GG UK.
Abstract:
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.
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