An Efficient Conjugate Directions Method Without Linear Searches

Edouard Boudinov and Arkadiy I. Manevich
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Edouard Boudinov: FORTIS Bank
Arkadiy I. Manevich: Dniepropetrovsk National University

A chapter in Operations Research Proceedings 2004, 2005, pp 327-334 from Springer

Abstract: Abstract New conjugate directions algorithms are proposed, which are based on an orthogonalization procedure and do not perform line searches. The orthogonalization procedure prevents the conjugate vectors set from the degeneracy, eliminates high sensitivity to computation errors pertinent to methods of conjugate directions, and thus enable us to solve large-scale minimization problems without preconditioning. Numerical experiments have confirmed high efficiency of the algorithms for minimizing large-scale quadratic functions.

Keywords: Conjugate Gradient Method; Basic Algorithm; Conjugate Gradient Algorithm; Linear Search; Conjugate Direction (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-540-27679-1_41

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DOI: 10.1007/3-540-27679-3_41

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