DocumentCode
902734
Title
Computation of the inverse Hessian matrix using conjugate gradient methods
Author
Mehra, Raman
Volume
57
Issue
2
fYear
1969
Firstpage
225
Lastpage
226
Abstract
A method is presented to compute the inverse of the Hessian matrix in an optimization problem using the conjugate gradient algorithm of Hestenes and Stiefel [1]. It is shown how this may be used to refine the solution by a Newton-Raphson iteration for both finite and infinite dimensional optimization problems.
Keywords
Convergence; Dielectrics; Dispersion; Equations; Gradient methods; Laboratories; Optimal control; Optimization methods; Physics; Plasma waves;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1969.6929
Filename
1448859
Link To Document