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 :
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