orthogonalization

An efficient conjugate direction method with orthogonalization for large-scale quadratic optimization problems

  • Edouard Boudinov
  • Arkadiy Manevich
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , , ,

    A new conjugate direction method is proposed, which is based on an orthogonalization procedure and does not make use of line searches for the conjugate vector set construction. This procedure prevents the set of conjugate vectors from degeneracy and eliminates high sensitivity to computation errors pertinent to methods of conjugate directions, resulting in an efficient … Read more

    An Extension of the Conjugate Directions Method With Orthogonalization to Large-Scale Problems With Bound Constraints

  • Edouard Boudinov
  • Arkadiy Manevich
    • Categories Bound-constrained Optimization, Quadratic Programming, Unconstrained Optimization Tags , , , , ,

    In our reports on GAMM-04 and ECCOMAS-04 there has been presented a new conjugate directions method for large scale unconstrained minimization problems. High efficiency of this method is ensured by employing an orthogonalization procedure: when constructing the next conjugate vector the component of the gradient is used that is orthogonal to the subspace of preceding … Read more