A family of optimal weighted conjugate-gradient-type methods for strictly convex quadratic minimization
From MaRDI portal
Publication:2672727
Recommendations
Cites work
- A delayed weighted gradient method for strictly convex quadratic minimization
- A family of spectral gradient methods for optimization
- A hybrid gradient method for strictly convex quadratic programming
- A limited memory steepest descent method
- A new stepsize for the steepest descent method
- An efficient gradient method using the Yuan steplength
- An efficient gradient method with approximate optimal stepsize for the strictly convex quadratic minimization problem
- Forward-backward quasi-Newton methods for nonsmooth optimization problems
- Gradient Method with Retards and Generalizations
- Gradient methods exploiting spectral properties
- Gradient methods with adaptive step-sizes
- scientific article; zbMATH DE number 3912096 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 1163762 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 2221955 (Why is no real title available?)
- scientific article; zbMATH DE number 3187170 (Why is no real title available?)
- Hybrid procedures for solving linear systems
- Methods of conjugate gradients for solving linear systems
- New adaptive stepsize selections in gradient methods
- On spectral properties of steepest descent methods
- On the asymptotic behaviour of some new gradient methods
- On the behavior of the gradient norm in the steepest descent method
- On the steepest descent algorithm for quadratic functions
- On the steplength selection in gradient methods for unconstrained optimization
- Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
- Properties of the delayed weighted gradient method
- Proximal mappings and Moreau envelopes of single-variable convex piecewise cubic functions and multivariable gauge functions
- Proximité et dualité dans un espace hilbertien
- Stabilized Barzilai-Borwein method
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- The University of Florida sparse matrix collection
- Two-Point Step Size Gradient Methods
Cited in
(7)- Properties of the delayed weighted gradient method
- An extended delayed weighted gradient algorithm for solving strongly convex optimization problems
- A delayed weighted gradient method for strictly convex quadratic minimization
- A monotonicity result for norms in conjugate gradient algorithms
- A hybrid gradient method for strictly convex quadratic programming
- Delayed weighted gradient method with simultaneous step-sizes for strongly convex optimization
- A speed up strategy for gradient methods
This page was built for publication: A family of optimal weighted conjugate-gradient-type methods for strictly convex quadratic minimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2672727)