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Conditions for variable-metric algorithms to be conjugate-gradient algorithms
Authors:D. G. McDowell
Affiliation:1. Mathematics Department, Central Michigan University, Mount Pleasant, Michigan
Abstract:Variable-metric algorithms have played an important role in unconstrained optimization theory. This paper presents a sufficiency condition on the sequence of metrics in a variable-metric algorithm that will make it a conjugate-gradient algorithm. The Huang class of algorithms (Ref. 1) and the class of self-scaling variable-metric algorithms by Oren (Ref. 2) all satisfy the condition. This paper also includes a discussion of the behavior of algorithms that meet the condition on nonquadratic functions.
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