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Conjugate gradient method 1 Quasi-Newton method 1 Unconstrained program 1
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Forsgren, Anders 1 Odland, Tove 1
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Computational Optimization and Applications 1
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On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems
Forsgren, Anders; Odland, Tove - In: Computational Optimization and Applications 60 (2015) 2, pp. 377-392
It is well known that the conjugate gradient method and a quasi-Newton method, using any well-defined update matrix from the one-parameter Broyden family of updates, produce identical iterates on a quadratic problem with positive-definite Hessian. This equivalence does not hold for any...
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