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On the truncated conjugate gradient method

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Abstract.

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.

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Authors and Affiliations

  1. State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, China. e-mail: yyx@lsec.cc.ac.cn, , , , , , CN

    Y. Yuan

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  1. Y. Yuan
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Received January 19, 1999 / Revised version received October 1, 1999¶Published online November 30, 1999

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Yuan, Y. On the truncated conjugate gradient method. Math. Program. 87, 561–573 (2000). https://doi.org/10.1007/s101070050012

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  • DOI: https://doi.org/10.1007/s101070050012

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