Abstract
In this paper we study conjugate gradient algorithms for large optimization problems. 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. We are concerned with the behaviour of such methods on the underlying quadratic model, and in particular, with finite termination properties.
Original language | English (US) |
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Pages (from-to) | 326-340 |
Number of pages | 15 |
Journal | Mathematical Programming |
Volume | 23 |
Issue number | 1 |
DOIs | |
State | Published - Dec 1982 |
Keywords
- Conjugate Gradient
- Optimization
- Quasi-Newton
ASJC Scopus subject areas
- Software
- General Mathematics