Comparison of advanced large-scale minimization algorithms on solution of inverse problems

A.K. Alekseev, I.M. Navon

We compare the performance of several robust large-scale minimization algorithms applied for the minimization of the cost functional in the solution of inverse problems related to parameter estimation applied to the parabolized Navier-Stokes equations. The methods compared consist of Quasi-Newton (BFGS), a limited memory Quasi-Newton (L-BFGS) [1], Hessian Free Newton method [2] and a new hybrid algorithm proposed by Morales and Nocedal [3].