Conjugate-Gradient Methods for Large-Scale Minimization in Meteorology

Abstract

During the last few years new meteorological variational analysis methods have evolved, requiring large-scale minimization of a nonlinear objective function described in terms of discrete variables. The conjugate-gradient method was found to represent a good compromise in convergence rates and computer memory requirements between simpler and more complex methods of nonlinear optimization. In this study different available conjugate-gradient algorithms are presented with the aim of assessing their use in large-scale typical minimization problems in meteorology. Computational efficiency and accuracy are our principal criteria. Four different conjugate-gradient methods, representative of up-to-date available scientific software, were compared by applying them to two different meteorological problems of interest using criteria of computational economy and accuracy. Conclusions are presented as to the adequacy of the different conjugate algorithms for large-scale minimization problems in different meteorological applications.