Accession Number:

ADA453816

Title:

Generalized Conjugate Directions

Descriptive Note:

Technical rept.

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS

Personal Author(s):

Report Date:

1986-05-01

Pagination or Media Count:

25.0

Abstract:

This paper presents a simple unifying framework for a wide class of conjugate directions algorithms whose iterates minimize some quadratic functional over a subspace. Our approach is motivated by its advantages for nonlinear minimization, but the purpose of this paper is to present the greatly simplified convergence analysis that results for the linear case.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE