Efficient Multi-Stage Conjugate Gradient for Trust Region Step

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Summary

An efficient Multi-Stage Conjugate Gradient algorithm to compute the trust region step in a multi-stage manner and can generate a solution in any prescribed precision controlled by a tolerance parameter which is the only parameter the authors need.

Type
article
Published
2012-07-22
Cited by
1
References
31
Access
Open access

Keywords

Conjugate gradient method, Gradient descent, Trust region, Convergence (economics), Derivation of the conjugate gradient method

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