On the Method of Shortest Residuals for Unconstrained Optimization |
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Authors: | R. Pytlak T. Tarnawski |
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Affiliation: | (1) Faculty of Cybernetics, Military University of Technology, Warsaw, Poland |
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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. |
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Keywords: | Conjugate gradient algorithms Unconstrained optimization |
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