Electronic Resource
Springer
Numerische Mathematik
35 (1980), S. 223-230
ISSN:
0945-3245
Keywords:
AMS (MOS): 65K05
;
CR: 5.15
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary A generalized conjugate gradient algorithm which is invariant to a nonlinear scaling of a strictly convex quadratic function is described, which terminates after at mostn steps when applied to scaled quadratic functionsf: R n →R1 of the formf(x)=h(F(x)) withF(x) strictly convex quadratic andh∈C 1 (R1) an arbitrary strictly monotone functionh. The algorithm does not suppose the knowledge ofh orF but only off(x) and its gradientg(x).
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01396318
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