Generalized Conjugate Directions
Dennis, J.E. Jr.
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.
Citable link to this pagehttps://hdl.handle.net/1911/101588
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- CAAM Technical Reports