A modified conjugate gradient method for optimization problems†
作者:
B. L. PIERSON,
期刊:
International Journal of Control
(Taylor Available online 1972)
卷期:
Volume 16,
issue 6
页码: 1193-1196
ISSN:0020-7179
年代: 1972
DOI:10.1080/00207177208932350
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An interesting refinement scheme suggested by Mehra (1909) for use with the conjugate gradient algorithm is modified and applied to both finite and infinite dimensional optimization problems in an attempt to improve the convergence rate of the algorithm. For optimal control problems, the numerical results indicate that, while the refinement scheme significantly improves the convergence rate, the improvement can often be matched by periodically restarting the algorithm.
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