On the truncated conjugate gradient method

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	On the truncated conjugate gradient method
	Yuan, Y
	2000-05-01
发表期刊	MATHEMATICAL PROGRAMMING
ISSN	0025-5610
卷号	87 期号:3 页码:561-573
摘要	In this paper; we consider the truncated conjugate gradient method for minimizing a convex quadratic function subject to a ball trust region constraint. It is shown that the reduction in the objective function by the solution obtained by the truncated CG method is at least half of the reduction by the global minimizer in the trust region.
关键词	unconstrained optimization trust region conjugate gradient
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000087422900012
出版者	SPRINGER VERLAG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15015
专题	中国科学院数学与系统科学研究院
通讯作者	Yuan, Y
作者单位	Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Yuan, Y. On the truncated conjugate gradient method[J]. MATHEMATICAL PROGRAMMING,2000,87(3):561-573.
APA	Yuan, Y.(2000).On the truncated conjugate gradient method.MATHEMATICAL PROGRAMMING,87(3),561-573.
MLA	Yuan, Y."On the truncated conjugate gradient method".MATHEMATICAL PROGRAMMING 87.3(2000):561-573.