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Steepest Descent and Conjugate Gradient Methods with Variable Preconditioning

โœ Scribed by Knyazev, Andrew V.; Lashuk, Ilya


Book ID
115513028
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
275 KB
Volume
29
Category
Article
ISSN
0895-4798

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A conjugate gradient method with descent
โœ Gonglin Yuan; Xiwen Lu; Zengxin Wei ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 726 KB

A modified conjugate gradient method is presented for solving unconstrained optimization problems, which possesses the following properties: (i) The sufficient descent property is satisfied without any line search; (ii) The search direction will be in a trust region automatically; (iii) The Zoutendi