Conjugate gradient algorithms in nonconvex optimization
box constrainedconjugate gradientglobal convergencelimited memorylocal convergencememorylessmethodnonsmoothpreconditionedreduced Hessianrestartshortest residualsmoothsubgradient algorithm
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)
CG-methods of shortest residuals developed by the author in his thesis are compared with several standard and non standard conjugate gradients methods, some quasi Newton methods included. It is shown, that Lemaréchal-Wolfe method for convex nonsmooth problems is equivalent to the Fletcher-Reeves CG method provided that an exact line search is used. All facets of CG-methods are widely considered from the theoretical and numerical point of view. Local and especially global convergence properties and strategies are studied. Included are standard methods for quadratic problems and for nonconvex smooth problems, memoryless quasi Newton methods, preconditioned CG algorithms, limited memory quasi Newton algorithms, shortest residual algorithms for smooth and convex nonsmooth problems without and with preconditioning and finally CG-methods for box constrained problems with and without preconditioning. The main results are derived in detail. Thus the reader can easily follow all used arguments. It is a very nice written book which can be used by researches in optimization, in the teaching for seminars and by students which are known the foundations of optimization. Lists of figures, tables and algorithms make this book to a useful compendium for research and teaching. A lot of bibliographical hints with respect to a large reference list make the reader known with the historical development of CG-methods and gives him the possibility to study special aspects more in detail by using original papers. The appendices with elements of topology, analysis, linear algebra and numerics of linear algebra make it to a self-contained book.
- A new family of conjugate gradient methods for unconstrained optimization
- New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
- Exact linesearch limited-memory quasi-Newton methods for minimizing a quadratic function
- Energy minimization and preconditioning in the simulation of athermal granular materials in two dimensions
- Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
- Reconstruction of sparse-view tomography via preconditioned Radon sensing matrix
- Minimization of non-smooth, non-convex functionals by iterative thresholding
- A globally convergent hybrid conjugate gradient method and its numerical behaviors
- A new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimization
- Preconditioned nonlinear conjugate gradient methods based on a modified secant equation
- A modified Hestenes-Stiefel conjugate gradient method with sufficient descent condition and conjugacy condition
- A link between the steepest descent method and fixed-point iterations
- Decision-control mechanism for Markovian jump linear systems with Gaussian noise
- scientific article; zbMATH DE number 992801 (Why is no real title available?)
- A new class of nonlinear conjugate gradient coefficients with global convergence properties
- Nonlinear Conjugate Gradient Methods for Vector Optimization
- scientific article; zbMATH DE number 1889337 (Why is no real title available?)
- A new subspace minimization conjugate gradient method based on tensor model for unconstrained optimization
- MINRES: from negative curvature detection to monotonicity properties
- Global optimization through a stochastic perturbation of the Polak-Ribière conjugate gradient method
- Gradient-based solution algorithms for a class of bilevel optimization and optimal control problems with a nonsmooth lower level
- Novel preconditioners based on quasi-Newton updates for nonlinear conjugate gradient methods
- A new class of nonlinear conjugate gradient method for unconstrained optimization models and its application in portfolio selection
- A nonlinear conjugate gradient method with complexity guarantees and its application to nonconvex regression
- Nonlinear conjugate gradient for smooth convex functions
- CGRS -- an advanced hybrid method for global optimization of continuous functions closely coupling extended random search and conjugate gradient method
- Exploiting damped techniques for nonlinear conjugate gradient methods
- Using implicit matrix-free schemes for solving dynamic and static problems of linear elasticity
- Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints
This page was built for publication: Conjugate gradient algorithms in nonconvex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q947710)
