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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|