Generalized Conjugate Directions
Abstract
This paper presents a simple unifying framework for a wide class of conjugate directions algorithms whose iterates minimize some quadratic functional over a subspace. Our approach is motivated by its advantages for nonlinear minimization, but the purpose of this paper is to present the greatly simplified convergence analysis that results for the linear case.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1986
- Accession Number
- ADA453816
Entities
People
- J. E. Dennis Jr.
- Kathryn Turner
Organizations
- Rice University