On the truncated conjugate gradient method
Trust region algorithms for the unconstrained optimization problem \(\min_{x\in\mathbb{R}^n} f(x)\), where the function \(f(x)\) is continuously differentiable, often need to solve the following subproblem \[ \min_{d\in\mathbb{R}^n} g^Td+ d^TBd/2\quad\text{subject to }\|d\|\leq \Delta, \] where \(\Delta> 0\) is a trust region bound, \(g\in \mathbb{R}^n\) is the gradient of the objective function \(f(x)\) at the current iterate, and \(B\in\mathbb{R}^{n\times n}\) symmetric is an approximation to the Hessian of \(f(x)\). At each iteration of a trust region algorithm, the subproblem has to be solved exactly or inexactly to obtain a trial step. The author shows in the paper that if \(B\) is positive definite, the function reduction obtained by truncated conjugate gradient method is at least half of the reduction obtained by exact solution. Numerical tests are not given.
- scientific article; zbMATH DE number 5493362
- Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
- Truncated incomplete factorization for conjugate-gradient methods in two and three dimensions
- A truncated conjugate gradient method with an inexact Gauss-Newton technique for solving nonlinear systems
- scientific article; zbMATH DE number 1568984
- A truncated descent HS conjugate gradient method and its global convergence
- On the convergence of the conjugate gradient method
- Truncated regularized Newton method for convex minimizations
- scientific article; zbMATH DE number 3956828
- scientific article; zbMATH DE number 6405639
- Trust-region and other regularisations of linear least-squares problems
- BFGS trust-region method for symmetric nonlinear equations
- A truncated descent HS conjugate gradient method and its global convergence
- Approximate solution of the trust region problem by minimization over two-dimensional subspaces
- On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions
- Nonmonotone adaptive trust-region method for unconstrained optimization problems
- On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
- Truncated trust region method for nonlinear inverse problems and application in full-waveform inversion
- Large-scale unconstrained optimization using separable cubic modeling and matrix-free subspace minimization
- Recent advances in trust region algorithms
- Numerical research on the sensitivity of nonmonotone trust region algorithms to their parameters
- A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
- Three-term preconditioned conjugate gradient method and trust region subproblem
- A trust region subspace method for large-scale unconstrained optimization
- An augmented Lagrangian trust region method for equality constrained optimization
- scientific article; zbMATH DE number 5800584 (Why is no real title available?)
- A trust region method for solving semidefinite programs
- scientific article; zbMATH DE number 1279832 (Why is no real title available?)
- A matrix-free line-search algorithm for nonconvex optimization
- scientific article; zbMATH DE number 5616 (Why is no real title available?)
- A class of smooth exact penalty function methods for optimization problems with orthogonality constraints
- Inexact primal-dual gradient projection methods for nonlinear optimization on convex set
- The Conjugate Residual Method in Linesearch and Trust-Region Methods
- Algorithm 943: MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization
- Implementation of corner-free truncation strategy in DGTD method
- On the generalized Lanczos trust-region method
- The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
- Solving the cubic regularization model by a nested restarting Lanczos method
- Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
- Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
- A trust-region-based BFGS method with line search technique for symmetric nonlinear equations
- Tikhonov regularization for a general nonlinear constrained optimization problem
- Fast convergence of trust-regions for non-isolated minima via analysis of CG on indefinite matrices
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- A derivative-free method using a new underdetermined quadratic interpolation model
- The bounded smooth reformulation and a trust region algorithm for semidefinite complementarity problems
- Active-set projected trust-region algorithm for box-constrained nonsmooth equations
- A minimization approach for minimax optimization with coupled constraints
- A survey of trust-region radius update mechanisms. Part I: First-order analysis
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure
- Subspace methods for large scale nonlinear equations and nonlinear least squares
This page was built for publication: On the truncated conjugate gradient method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1575075)
