MINIMIZATION BY THE METHOD OF CONJUGATE GRADIENTS

Victor Stern

No 272193, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: This paper presents an analysis of the convergence properties of the Method of Conjugate Gradients. For the problem of unconstrained minimization of convex functions we obtain a condition for choosing scalar weights, which definitely guarantees convergence. We also consider algorithms in which restart procedures are made automatically by applying the above mentioned condition to two versions of the Fletcher-Reeves scheme.

Keywords: Agricultural and Food Policy; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 23
Date: 1979
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://ageconsearch.umn.edu/record/272193/files/erasmus120.pdf (application/pdf)
https://ageconsearch.umn.edu/record/272193/files/erasmus120.pdf?subformat=pdfa (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272193

DOI: 10.22004/ag.econ.272193

Access Statistics for this paper

More papers in Econometric Institute Archives from Erasmus University Rotterdam Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().