Flow search approach and new bounds for the m-step linear conjugate gradient algorithm

Flow search approach and new bounds for the m-step linear conjugate gradient algorithm

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Article ID: iaor20042863
Country: Netherlands
Volume: 120
Issue: 1
Start Page Number: 53
End Page Number: 71
Publication Date: Jan 2004
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Abstract:

A flow search approach is presented in this paper. In the approach, each iterative process involves a subproblem, whose variables are the stepsize parameters. Every feasible solution of the subproblem corresponds to some serial stages, the stepsize parameters in different search stages may interact mutually, and their optimal values are determined by evaluating the total effect of the interaction. The main idea of the flow search approach is illustrated via the minimization of a convex quadratic function. Based on the flow search approach, some properties of the m-step linear conjugate gradient algorithm are analyzed and new bounds on its convergence rate are also presented. Theoretical and numerical results indicate that the new bounds are better than the well-known ones.

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