Dx. Xie et T. Schlick, Efficient implementation of the truncated-Newton algorithm for large-scalechemistry applications, SIAM J OPTI, 10(1), 1999, pp. 132-154
To efficiently implement the truncated-Newton (TN) optimization method for
large-scale, highly nonlinear functions in chemistry, an unconventional mod
ified Cholesky (UMC) factorization is proposed to avoid large modifications
to a problem-derived preconditioner, used in the inner loop in approximati
ng the TN search vector at each step. The main motivation is to reduce the
computational time of the overall method: large changes in standard modifie
d Cholesky factorizations are found to increase the number of total iterati
ons, as well as computational time, significantly. Since the UMC may genera
te an indefinite, rather than a positive definite, effective preconditioner
, we prove that directions of descent still result. Hence, convergence to a
local minimum can be shown, as in classic TN methods, for our UMC-based al
gorithm. Our incorporation of the UMC also requires changes in the TN inner
loop regarding the negative-curvature test (which we replace by a descent
direction test) and the choice of exit directions. Numerical experiments de
monstrate that the unconventional use of an indefinite preconditioner works
much better than the minimizer without preconditioning or other minimizers
available in the molecular mechanics package CHARMM. Good performance of t
he resulting TN method for large potential energy problems is also shown wi
th respect to the limited-memory BFGS method, tested both with and without
preconditioning.