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Planar methods and grossone for the Conjugate Gradient breakdown in nonlinear programming

Author

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  • Renato De Leone

    (Università di Camerino)

  • Giovanni Fasano

    (Università Ca’ Foscari Venezia)

  • Yaroslav D. Sergeyev

    (Università della Calabria
    Lobachevsky State University)

Abstract

This paper deals with an analysis of the Conjugate Gradient (CG) method (Hestenes and Stiefel in J Res Nat Bur Stand 49:409–436, 1952), in the presence of degenerates on indefinite linear systems. Several approaches have been proposed in the literature to issue the latter drawback in optimization frameworks, including reformulating the original linear system or recurring to approximately solving it. All the proposed alternatives seem to rely on algebraic considerations, and basically pursue the idea of improving numerical efficiency. In this regard, here we sketch two separate analyses for the possible CG degeneracy. First, we start detailing a more standard algebraic viewpoint of the problem, suggested by planar methods. Then, another algebraic perspective is detailed, relying on a novel recently proposed theory, which includes an additional number, namely grossone. The use of grossone allows to work numerically with infinities and infinitesimals. The results obtained using the two proposed approaches perfectly match, showing that grossone may represent a fruitful and promising tool to be exploited within Nonlinear Programming.

Suggested Citation

  • Renato De Leone & Giovanni Fasano & Yaroslav D. Sergeyev, 2018. "Planar methods and grossone for the Conjugate Gradient breakdown in nonlinear programming," Computational Optimization and Applications, Springer, vol. 71(1), pages 73-93, September.
    • Handle: RePEc:spr:coopap:v:71:y:2018:i:1:d:10.1007_s10589-017-9957-y
    DOI: 10.1007/s10589-017-9957-y
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    References listed on IDEAS

    as
    1. Amodio, P. & Iavernaro, F. & Mazzia, F. & Mukhametzhanov, M.S. & Sergeyev, Ya.D., 2017. "A generalized Taylor method of order three for the solution of initial value problems in standard and infinity floating-point arithmetic," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 141(C), pages 24-39.
    2. G. Fasano, 2007. "Lanczos Conjugate-Gradient Method and Pseudoinverse Computation on Indefinite and Singular Systems," Journal of Optimization Theory and Applications, Springer, vol. 132(2), pages 267-285, February.
    3. Lolli, Gabriele, 2015. "Metamathematical investigations on the theory of Grossone," Applied Mathematics and Computation, Elsevier, vol. 255(C), pages 3-14.
    4. Giovanni Fasano & Raffaele Pesenti, 2017. "Conjugate Direction Methods and Polarity for Quadratic Hypersurfaces," Journal of Optimization Theory and Applications, Springer, vol. 175(3), pages 764-794, December.
    5. G. Fasano, 2005. "Planar Conjugate Gradient Algorithm for Large-Scale Unconstrained Optimization, Part 2: Application," Journal of Optimization Theory and Applications, Springer, vol. 125(3), pages 543-558, June.
    6. De Leone, Renato, 2018. "Nonlinear programming and Grossone: Quadratic Programing and the role of Constraint Qualifications," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 290-297.
    7. Sergeyev, Yaroslav D., 2009. "Evaluating the exact infinitesimal values of area of Sierpinski’s carpet and volume of Menger’s sponge," Chaos, Solitons & Fractals, Elsevier, vol. 42(5), pages 3042-3046.
    8. Sergeyev, Yaroslav D., 2007. "Blinking fractals and their quantitative analysis using infinite and infinitesimal numbers," Chaos, Solitons & Fractals, Elsevier, vol. 33(1), pages 50-75.
    9. G. Fasano, 2005. "Planar Conjugate Gradient Algorithm for Large-Scale Unconstrained Optimization, Part 1: Theory," Journal of Optimization Theory and Applications, Springer, vol. 125(3), pages 523-541, June.
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    Cited by:

    1. Andrea Caliciotti & Giovanni Fasano & Florian Potra & Massimo Roma, 2020. "Issues on the use of a modified Bunch and Kaufman decomposition for large scale Newton’s equation," Computational Optimization and Applications, Springer, vol. 77(3), pages 627-651, December.
    2. Renato Leone & Giovanni Fasano & Massimo Roma & Yaroslav D. Sergeyev, 2020. "Iterative Grossone-Based Computation of Negative Curvature Directions in Large-Scale Optimization," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 554-589, August.
    3. Falcone, Alberto & Garro, Alfredo & Mukhametzhanov, Marat S. & Sergeyev, Yaroslav D., 2021. "A Simulink-based software solution using the Infinity Computer methodology for higher order differentiation," Applied Mathematics and Computation, Elsevier, vol. 409(C).

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