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.

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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

Tags

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  • Abstracts
  • Algorithms
  • Applied Mathematics
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  • Convergence
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Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Systems Analysis and Design