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An Efficient Conjugate Directions Method Without Linear Searches

In: Operations Research Proceedings 2004

Author

Listed:
  • Edouard Boudinov

    (FORTIS Bank)

  • Arkadiy I. Manevich

    (Dniepropetrovsk National University)

Abstract

New conjugate directions algorithms are proposed, which are based on an orthogonalization procedure and do not perform line searches. The orthogonalization procedure prevents the conjugate vectors set from the degeneracy, eliminates high sensitivity to computation errors pertinent to methods of conjugate directions, and thus enable us to solve large-scale minimization problems without preconditioning. Numerical experiments have confirmed high efficiency of the algorithms for minimizing large-scale quadratic functions.

Suggested Citation

  • Edouard Boudinov & Arkadiy I. Manevich, 2005. "An Efficient Conjugate Directions Method Without Linear Searches," Operations Research Proceedings, in: Hein Fleuren & Dick Hertog & Peter Kort (ed.), Operations Research Proceedings 2004, pages 327-334, Springer.
    • Handle: RePEc:spr:oprchp:978-3-540-27679-1_41
    DOI: 10.1007/3-540-27679-3_41
    as

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