A SUBSPACE STUDY ON CONJUGATE-GRADIENT ALGORITHMS

Authors
YUAN YX STOER J
Citation
Yx. Yuan et J. Stoer, A SUBSPACE STUDY ON CONJUGATE-GRADIENT ALGORITHMS, Zeitschrift fur angewandte Mathematik und Mechanik, 75(1), 1995, pp. 69-77
Citations number
13
Categorie Soggetti
Mathematics,"Mathematical Method, Physical Science",Mechanics,Mathematics
Journal title
Zeitschrift fur angewandte Mathematik und Mechanik → ACNP
ISSN journal
00442267
Volume
75
Issue
1
Year of publication
1995
Pages
69 - 77
Database
ISI
SICI code
0044-2267(1995)75:1<69:ASSOCA>2.0.ZU;2-D
Abstract
In this paper, we analyse techniques of computing a search direction b y minimizing the approximate quadratic model in the 2 dimensional subs pace spanned by the current gradient and the last search direction. Th e classical conjugate gradient methods are only the special cases wher e the objective function is quadratic and line searches are exact. Bas ed on our analyses on the case where line searches are not exact, we c onstruct new conjugate direction type algorithms.