Conjugate gradient algorithms in nonconvex optimization

This up-to-date book is on algorithms for large-scale unconstrained and bound constrained optimization. Optimization techniques are shown from a conjugate gradient algorithm perspective. Large part of the book is devoted to preconditioned conjugate gradient algorithms. In particular memoryless an...

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Bibliographic Details
Main Author: Pytlak, Radosław
Format: Book
Language:English
Published: Springer 2017
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/30210
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Institution: Vietnam National University, Hanoi
Language: English
Description
Summary:This up-to-date book is on algorithms for large-scale unconstrained and bound constrained optimization. Optimization techniques are shown from a conjugate gradient algorithm perspective. Large part of the book is devoted to preconditioned conjugate gradient algorithms. In particular memoryless and limited memory quasi-Newton algorithms are presented and numerically compared to standard conjugate gradient algorithms. The special attention is paid to the methods of shortest residuals developed by the author. Several effective optimization techniques based on these methods are presented (...)