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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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A dimer-type saddle search algorithm with preconditioning and linesearch
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by N. Gould, C. Ortner and D. Packwood PDF
Math. Comp. 85 (2016), 2939-2966 Request permission

Abstract:

The dimer method is a Hessian-free algorithm for computing saddle points. We augment the method with a linesearch mechanism for automatic step size selection as well as preconditioning capabilities. We prove local linear convergence. A series of numerical tests demonstrate significant performance gains.
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Additional Information
  • N. Gould
  • Affiliation: Scientific Computing Department, STFC-Rutherford Appleton Laboratory, Chilton, OX11 0QX, United Kingdom
  • MR Author ID: 75720
  • Email: nick.gould@stfc.ac.uk
  • C. Ortner
  • Affiliation: Mathematics Institute, Zeeman Building, University of Warwick, Coventry CV4 7AL, United Kingdom
  • MR Author ID: 803698
  • Email: christoph.ortner@warwick.ac.uk
  • D. Packwood
  • Affiliation: Mathematics Institute, Zeeman Building, University of Warwick, Coventry CV4 7AL, United Kingdom
  • Email: d.packwood@warwick.ac.uk
  • Received by editor(s): July 30, 2014
  • Received by editor(s) in revised form: April 28, 2015
  • Published electronically: March 22, 2016
  • Additional Notes: This work was supported in part by EPSRC grants EP/J021377/1 and EP/J022055/1.
  • © Copyright 2016 American Mathematical Society
  • Journal: Math. Comp. 85 (2016), 2939-2966
  • MSC (2010): Primary 65K99, 90C06, 65Z05
  • DOI: https://doi.org/10.1090/mcom/3096
  • MathSciNet review: 3522976