A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions (Q1590693)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions |
scientific article; zbMATH DE number 1547935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions |
scientific article; zbMATH DE number 1547935 |
Statements
A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions (English)
0 references
21 December 2000
0 references
The aim of the paper is the minimization of quadratic polynomials and \(C^2\)-functions, where the solver is developed so that especially ill-conditioned problems can be treated successfully. For this purpose a conjugate gradient method with preconditioning is chosen which is combined with a quasi-Newton method with updates of rank two. Quadratic termination is achievable.
0 references
quadratic programming
0 references
nonlinear programming
0 references
ill-conditioned problems
0 references
conjugate gradient method
0 references
preconditioning
0 references
quasi-Newton method
0 references
