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On the Method of Shortest Residuals for Unconstrained Optimization.
- Source :
- Journal of Optimization Theory & Applications; Apr2007, Vol. 133 Issue 1, p99-110, 12p, 1 Chart, 3 Graphs
- Publication Year :
- 2007
-
Abstract
- The paper discusses several versions of the method of shortest residuals, a specific variant of the conjugate gradient algorithm, first introduced by Lemaréchal and Wolfe and discussed by Hestenes in a quadratic case. In the paper we analyze the global convergence of the versions considered. Numerical comparison of these versions of the method of shortest residuals and an implementation of a standard Polak–Ribière conjugate gradient algorithm is also provided. It supports the claim that the method of shortest residuals is a viable technique, competitive to other conjugate gradient algorithms. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 133
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 25917491
- Full Text :
- https://doi.org/10.1007/s10957-007-9194-0