A Conic Algorithm for Optimization

H. Gourgeon; J. Nocedal

doi:10.1137/0906019

A Conic Algorithm for Optimization

H. Gourgeon, J. Nocedal

Industrial Engineering and Management Sciences

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Abstract

This paper describes a method that will minimize a conic function f in n steps, where n is the dimension of the domain of f. The algorithm can be considered a generalization of the conjugate gradient method, and has similar orthogonality properties. Some error bounds are given and the numerical stability of the algorithm is discussed.

Original language	English
Pages (from-to)	253-267
Journal	SIAM Journal on Scientific and Statistical Computing
Volume	6
DOIs	https://doi.org/10.1137/0906019
State	Published - 1985

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title = "A Conic Algorithm for Optimization",

abstract = "This paper describes a method that will minimize a conic function f in n steps, where n is the dimension of the domain of f. The algorithm can be considered a generalization of the conjugate gradient method, and has similar orthogonality properties. Some error bounds are given and the numerical stability of the algorithm is discussed.",

author = "H. Gourgeon and J. Nocedal",

year = "1985",

doi = "10.1137/0906019",

language = "English",

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journal = "SIAM Journal on Scientific and Statistical Computing",

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AU - Gourgeon, H.

AU - Nocedal, J.

PY - 1985

Y1 - 1985

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AB - This paper describes a method that will minimize a conic function f in n steps, where n is the dimension of the domain of f. The algorithm can be considered a generalization of the conjugate gradient method, and has similar orthogonality properties. Some error bounds are given and the numerical stability of the algorithm is discussed.

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DO - 10.1137/0906019

M3 - Article

VL - 6

SP - 253

EP - 267

JO - SIAM Journal on Scientific and Statistical Computing

JF - SIAM Journal on Scientific and Statistical Computing

ER -

A Conic Algorithm for Optimization

Abstract

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