A Conic Algorithm for Optimization

H. Gourgeon, J. Nocedal

Research output: Contribution to journalArticlepeer-review


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 languageEnglish
Pages (from-to)253-267
JournalSIAM Journal on Scientific and Statistical Computing
StatePublished - 1985


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