Global convergence of the method of shortest residuals (Q1964048): Difference between revisions
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Latest revision as of 23:19, 19 March 2024
scientific article
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English | Global convergence of the method of shortest residuals |
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Global convergence of the method of shortest residuals (English)
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11 December 2000
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The paper relates a shortest residual (SR) method to the standard nonlinear conjugate gradient method. Under reasonable conditions the author proves that both the Fletcher-Reeves (FRSR) and the Polak-Ribière-Polyak (PRPSR) versions of the SR method converge. In the absence of these conditions, the authors present an interesting example for showing that the two FRSR and PRPSR versions need not converge. Furthermore, the autors present numerical results to illustrate that the SR method is a promising alternative to the standard nonlinear conjugate gradient method. The results of the paper are very much general in nature and may be applicable to many cases of general interests. The proofs of the results are very much standardized.
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global convergence
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method of shortest residuals
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standard nonlinear conjugate gradient method
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Lipschitz continuity
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numerical results
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