A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions
type: Item
instance of: scholarly article
title: A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions
zbMATH Open document ID: 0971.65052
DOI: 10.1016/S0168-9274(99)00053-7
author: R. Smith
published in: Applied Numerical Mathematics
publication date: 2000-12-21T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C53
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 1547935
zbMATH Keywords: quadratic programming
zbMATH Keywords: nonlinear programming
zbMATH Keywords: ill-conditioned problems
zbMATH Keywords: conjugate gradient method
zbMATH Keywords: preconditioning
zbMATH Keywords: quasi-Newton method
reviewed by: H. Ratschek
MaRDI profile type: Publication
full work available at URL: s0168-9274(99)00053-7
OpenAlex ID: W1971086013
Wikidata QID: Q128066234
description: scientific article; zbMATH DE number 1547935