A successive preconditioned conjugate gradient method for the minimization of quadratic and nonlinear functions
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.
scientific article; zbMATH DE number 1547935