A framework of conjugate direction methods for symmetric linear systems in optimization

DOI10.1007/S10957-014-0600-0zbMATH Open1327.90304arXiv1408.6043OpenAlexW3103937829MaRDI QIDQ2342136FDOQ2342136

Authors: Giovanni Fasano 

Publication date: 11 May 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Abstract: In this paper we introduce a parameter dependent class of Krylov-based methods, namely CD, for the solution of symmetric linear systems. We give evidence that in our proposal we generate sequences of conjugate directions, extending some properties of the standard Conjugate Gradient (CG) method, in order to preserve the conjugacy. For specific values of the parameters in our framework we obtain schemes equivalent to both the CG and the scaled-CG. We also prove the finite convergence of the algorithms in CD, and we provide some error analysis. Finally, preconditioning is introduced for CD, and we show that standard error bounds for the preconditioned CG also hold for the preconditioned CD.

Full work available at URL: https://arxiv.org/abs/1408.6043

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zbMATH Keywords

preconditioningconjugate direction methodsconjugacy loss and error analysisKrylov-based methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Newton-type methods (49M15)

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Cited In (4)

• Polarity and conjugacy for quadratic hypersurfaces: a unified framework with recent advances
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Uses Software

• mctoolbox
• tn

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