Abstract
A version of the conjugate Gram-Schmidt method (devised by Hestenes), which requires only function evaluations, is considered. It is shown thatN-step superlinear convergence to a minimum is possible when applying that method to nonquadratic functions.
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Reference
Dennemeyer, R. F., andMookini, E. H.,CGS Algorithms for Unconstrained Minimization of Functions, Journal of Optimization Theory and Applications, Vol. 16, pp. 67–84, 1975.
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Communicated by M. R. Hestenes
This work was supported by an NPS Foundation Research Grant.
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Russak, I.B. Convergence of the conjugate Gram-Schmidt method. J Optim Theory Appl 33, 163–173 (1981). https://doi.org/10.1007/BF00935544
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DOI: https://doi.org/10.1007/BF00935544