The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
Algorithms based on trust regions have been shown to be robust methods for unconstrained optimization problems. All existing methods, either based on the dogleg strategy or Hebden-More iterations, require solution of system of linear equations. In large scale optimization this may be prohibitively expensive. It is shown in this paper …