CONJUGATE DIRECTION METHODS WITH VARIABLE STORAGE.

Larry Nazareth*, Jorge Nocedal

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Scopus citations

Abstract

Conjugate gradient algorithms for large optimization problems are studied. These methods accelerate (or precondition) the conjugate gradient method by means of quasi-Newton matrices, and are designed to utilize a variable amount of storage, depending on how much information is retained in the quasi-Newton matrices. The behavior of such methods on the underlying quadratic model, and in particular, the finite termination properties are considered.

Original languageEnglish (US)
Title of host publicationMathematical Programming
Pages326-340
Number of pages15
Edition3
StatePublished - Aug 1 1982

Publication series

NameMathematical Programming
Number3
Volume23

ASJC Scopus subject areas

  • Software
  • Mathematics(all)

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  • Cite this

    Nazareth, L., & Nocedal, J. (1982). CONJUGATE DIRECTION METHODS WITH VARIABLE STORAGE. In Mathematical Programming (3 ed., pp. 326-340). (Mathematical Programming; Vol. 23, No. 3).