Imperfect conjugate gradient algorithms for extended quadratic functions |
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Authors: | Jozsef Abaffy Fridrich Sloboda |
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Institution: | (1) Institute of Mathematics and Computer Science, Dimitrov Ter 8, 1093 Budapest, Hungary;(2) Institute of Technical Cybernetics, Dubravska 9, 84237 Bratislava, Czechoslovakia |
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Abstract: | Summary Generalized conjugate gradient algorithms which are invariant to a nonlinear scaling of a strictly convex quadratic function are described. The algorithms when applied to scaled quadratic functionsf R
n
R
1 of the formf(x)=h(F(x)) withF(x) strictly convex quadratic andh C
1(R
1) an arbitrary strictly monotone functionh generate the same direction vectors as for the functionF without perfect steps. |
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Keywords: | AMS (MOS): 65K05 CR: 5 15 |
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