A Study of Conjugate Gradient Methods.
STANFORD UNIV CALIF SYSTEMS OPTIMIZATION LAB
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A number of new properties of algorithms of the Conjugate Gradient type are shown, paying particular attention to methods which utilize variable metric information in determining the conjugate gradient search directions. A comprehensive discussion of conjugate gradient methods is attempted, and each algorithm is presented within the context of other existing algorithms, and approach which provides fresh insights and some new algorithms.
- Theoretical Mathematics