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Minimization By The Method Of Conjugate Gradients

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  • Stern, Victor

Abstract

This paper presents an analysis of the convergence properties of the Method of Conjugate Gradients. For the problem of unconstrained minimization of convex functions we obtain a condition for choosing scalar weights, which definitely guarantees convergence. We also consider algorithms in which restart procedures are made automatically by applying the above mentioned condition to two versions of the Fletcher-Reeves scheme.

Suggested Citation

  • Stern, Victor, 1979. "Minimization By The Method Of Conjugate Gradients," Econometric Institute Archives 272193, Erasmus University Rotterdam.
    • Handle: RePEc:ags:eureia:272193
    DOI: 10.22004/ag.econ.272193
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    References listed on IDEAS

    as
    1. Lenstra, J. K. & Rinnooy Kan, A. H. G., 1979. "Complexity Of Vehicle Routing And Scheduling Problems," Econometric Institute Archives 272191, Erasmus University Rotterdam.
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    Cited by:

    1. Kloek, T., 1979. "Ols Estimation In A Model Where A Microvariable Is Explained By Aggregates And Contemporaneous Disturbances Are Equicorrelated," Econometric Institute Archives 272195, Erasmus University Rotterdam.

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