论文信息 - A Conic Algorithm for Optimization

A Conic Algorithm for Optimization

This paper describes a method that will minimize a conic function f in n steps, where n is the dimension of the domain of f. The algorithm can be considered a generalization of the conjugate gradient method, and has similar orthogonality properties. Some error bounds are given and the numerical stability of the algorithm is discussed.

J. Nocedal | H. Gourgeon

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