A Geometric Study of Convergence: The Nonlinear Conjugate Gradient Method
Author(s) -
ANA CLARA DE SOUZA OLIVEIRA,
Sandra A. Santos
Publication year - 2016
Publication title -
anais do congresso de iniciação científica da unicamp
Language(s) - English
Resource type - Conference proceedings
ISSN - 2447-5114
DOI - 10.19146/pibic-2016-51818
Subject(s) - conjugate gradient method , convergence (economics) , nonlinear conjugate gradient method , nonlinear system , computer science , mathematics , conjugate , derivation of the conjugate gradient method , mathematical analysis , algorithm , gradient descent , artificial intelligence , physics , artificial neural network , quantum mechanics , economics , economic growth
The Conjugate Gradient Method (CG) is a numerical method for solving quadratic problems, which can be used to minimize any differentiable function. In this study, we have analyzed the efficiency of CG for quadratic problems and implemented a version of this method for nonlinear systems in the least-squares formulation. We have also prepared a geometric analysis of the convergence of its nonlinear version, in order to evaluate the dependence of its efficiency with the starting point.
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