Non-Negative Conjugate Gradients

DOI10.48550/arXiv.2607.22121MaRDI QIDQ7284395arXivFDO

Authors Thomas Schmelzer, Martin Stoll

Publication date 24 July 2026

Published in arXiv

Tldr Non-negative conjugate gradients solves the bound-constrained quadratic minimisation problem. It wraps the conjugate gradient method in a primal-dual active-set loop, allowing for the construction of a P-matrix from a positive definite matrix and leveraging this to make sign decisions that guarantee convergence to the global minimum in finitely many steps.

Full work available at URL https://doi.org/10.48550/arXiv.2607.22121

arXiv classification

math.NAmath.OC

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