Conjugate gradient algorithms in nonconvex optimization
type: Item
instance of: scholarly article
title: Conjugate gradient algorithms in nonconvex optimization
zbMATH Open document ID: 1171.49002
DOI: 10.1007/978-3-540-85634-4
author: Radosław Pytlak
published in: Nonconvex Optimization and Its Applications
publication date: 2008-10-06T00:00:00Z
review text: CG-methods of shortest residuals developed by the author in his thesis are compared with several standard and non standard conjugate gradients methods, some quasi Newton methods included. It is shown, that Lemaréchal-Wolfe method for convex nonsmooth problems is equivalent to the Fletcher-Reeves CG method provided that an exact line search is used. All facets of CG-methods are widely considered from the theoretical and numerical point of view. Local and especially global convergence properties and strategies are studied. Included are standard methods for quadratic problems and for nonconvex smooth problems, memoryless quasi Newton methods, preconditioned CG algorithms, limited memory quasi Newton algorithms, shortest residual algorithms for smooth and convex nonsmooth problems without and with preconditioning and finally CG-methods for box constrained problems with and without preconditioning. The main results are derived in detail. Thus the reader can easily follow all used arguments. It is a very nice written book which can be used by researches in optimization, in the teaching for seminars and by students which are known the foundations of optimization. Lists of figures, tables and algorithms make this book to a useful compendium for research and teaching. A lot of bibliographical hints with respect to a large reference list make the reader known with the historical development of CG-methods and gives him the possibility to study special aspects more in detail by using original papers. The appendices with elements of topology, analysis, linear algebra and numerics of linear algebra make it to a self-contained book.
reviewed by: Armin Hoffmann
Mathematics Subject Classification ID: 49-02
Mathematics Subject Classification ID: 90-02
Mathematics Subject Classification ID: 90C06
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C53
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 5349212
zbMATH Keywords: conjugate gradient
zbMATH Keywords: method
zbMATH Keywords: local convergence
zbMATH Keywords: global convergence
zbMATH Keywords: smooth
zbMATH Keywords: nonsmooth
zbMATH Keywords: subgradient algorithm
zbMATH Keywords: memoryless
zbMATH Keywords: preconditioned
zbMATH Keywords: restart
zbMATH Keywords: limited memory
zbMATH Keywords: shortest residual
zbMATH Keywords: box constrained
zbMATH Keywords: reduced Hessian
describes a project that uses: mctoolbox
describes a project that uses: L-BFGS
describes a project that uses: TRON
describes a project that uses: LANCELOT
describes a project that uses: NPSOL
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-540-85634-4
OpenAlex ID: W644650476
description: scientific article; zbMATH DE number 5349212