On the truncated conjugate gradient method

被引：68
|
作者：
Yuan, Y [1 ]
机构：
[1] Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
来源：
MATHEMATICAL PROGRAMMING | 2000年 / 87卷 / 03期
关键词：
unconstrained optimization; trust region; conjugate gradient;
D O I：
10.1007/s101070050012
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
In this paper; we consider the truncated conjugate gradient method for minimizing a convex quadratic function subject to a ball trust region constraint. It is shown that the reduction in the objective function by the solution obtained by the truncated CG method is at least half of the reduction by the global minimizer in the trust region.
引用
收藏
页码：561 / 573
页数：13
相关论文
共 50 条
  • [1] On the truncated conjugate gradient method
    Y. Yuan
    [J]. Mathematical Programming, 2000, 87 : 561 - 573
  • [2] ANALYSIS OF THE TRUNCATED CONJUGATE GRADIENT METHOD FOR LINEAR MATRIX EQUATIONS
    Simoncini, Valeria
    Hao, Yue
    [J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2023, 44 (01) : 359 - 381
  • [3] A Truncated Descent HS Conjugate Gradient Method and Its Global Convergence
    Cheng, Wanyou
    Zhang, Zongguo
    [J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2009, 2009
  • [4] Efficiency analysis on a truncated Newton method with preconditioned conjugate gradient technique for optimization
    Zhang, JZ
    Deng, NY
    Wang, ZZ
    [J]. HIGH PERFORMANCE ALGORITHMS AND SOFTWARE FOR NONLINEAR OPTIMIZATION, 2003, 82 : 383 - 416
  • [5] Incomplete variables truncated conjugate gradient method for signal reconstruction in compressed sensing
    Wang, Xiaodong
    Liu, F.
    Jiao, L. C.
    Wu, Jiao
    Chen, Jianrui
    [J]. INFORMATION SCIENCES, 2014, 288 : 387 - 411
  • [6] Conjugate gradient method
    Nazareth, J. L.
    [J]. WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2009, 1 (03): : 348 - 353
  • [7] A CONJUGATE GRADIENT-TRUNCATED DIRECT METHOD FOR THE ITERATIVE SOLUTION OF THE RESERVOIR SIMULATION PRESSURE EQUATION
    WATTS, JW
    [J]. SOCIETY OF PETROLEUM ENGINEERS JOURNAL, 1981, 21 (03): : 345 - 353
  • [8] Sparse reconstruction for quantitative bioluminescence tomography based on the incomplete variables truncated conjugate gradient method
    He, Xiaowei
    Liang, Jimin
    Wang, Xiaorui
    Yu, Jingjing
    Qu, Xiaochao
    Wang, Xiaodong
    Hou, Yanbin
    Chen, Duofang
    Liu, Fang
    Tian, Jie
    [J]. OPTICS EXPRESS, 2010, 18 (24): : 24825 - 24841
  • [9] A truncated conjugate gradient method with an inexact Gauss-Newton technique for solving nonlinear systems
    Zhang, Yong
    Zhu, Detong
    [J]. JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2012, 38 (1-2) : 551 - 564
  • [10] A truncated conjugate gradient method with an inexact Gauss-Newton technique for solving nonlinear systems
    Yong Zhang
    Detong Zhu
    [J]. Journal of Applied Mathematics and Computing, 2012, 38 (1-2) : 551 - 564
12345