A self correcting conjugate gradient algorithm
Avinoam Perry
Abstract
Avinoam Perry
Abstract
In this paper we develop a new procedure for constructing a conjugate gradient direction equation. The new equation is a linear combination of two orthogonal vectors one of which is the negative gradient. This procedure is reduced to the method of Polak-Ribiere whenever line search is perfectly accurate. Otherwise, as reflected by our computational results, the method is more effective than any other conjugate gradient algorithm we have tested.
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In this paper we develop a new procedure for constructing a conjugate gradient direction equation. The new equation is a linear combination of two orthogonal vectors one of which is the negative gradient. This procedure is reduced to the method of Polak-Ribiere whenever line search is perfectly accurate. Otherwise, as reflected by our computational results, the method is more effective than any other conjugate gradient algorithm we have tested.
Key concepts: Conjugate gradient method, Derivation of the conjugate gradient method, Conjugate residual method, Nonlinear conjugate gradient method, Biconjugate gradient method, Mathematics, Gradient method, Algorithm