A framework of conjugate direction methods for symmetric linear systems in optimization (Q2342136)
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English | A framework of conjugate direction methods for symmetric linear systems in optimization |
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A framework of conjugate direction methods for symmetric linear systems in optimization (English)
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11 May 2015
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This paper deals with iterative Krylov-based methods for the solution of symmetric linear systems, arising in both numerical analysis and optimization contexts. The author addresses a parameter-dependent class of conjugate gradient (CG)-based methods, which can equivalently reduce to the CG for a suitable choice of the parameters. A general framework of iterative methods is presented, inspired by polarity for quadratic hypersurfaces, and based on the generation of conjugate directions. Some numerical results are included.
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Krylov-based methods
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conjugate direction methods
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conjugacy loss and error analysis
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preconditioning
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