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We give a derivation of the method of conjugate gradients based on the requirement that each iterate minimizes a strictly convex quadratic on the space spanned by the previously observed gradients. Rather than verifying that the search…

Optimization and Control · Mathematics 2021-04-02 David Ek , Anders Forsgren

Estimation of actual errors from the residue in iterative solutions is necessary for efficient solution of large problems when their condition number is much larger than one. Such estimators for conjugate gradient algorithms used to solve…

Numerical Analysis · Mathematics 2014-06-27 Aashish Vishwakarma , Murugesan Venkatapathi

In this chapter, we investigate recently proposed nonlinear conjugate gradient (NCG) methods for shape optimization problems. We briefly introduce the methods as well as the corresponding theoretical background and investigate their…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth

This manual describes the library of conjugate gradients codes CCGPAK, which solves system of complex linear system of equations. The library is written in FORTRAN90 and is highly portable. The codes are general and provide mechanism for…

Mathematical Software · Computer Science 2012-08-27 Piotr J. Flatau

The wide applications of Generative adversarial networks benefit from the successful training methods, guaranteeing that an object function converges to the local minima. Nevertheless, designing an efficient and competitive training method…

Machine Learning · Computer Science 2021-11-11 Huiqing Qi , Fang Li , Shengli Tan , Xiangyun Zhang

Gradient descent (GD) methods are commonly employed in machine learning problems to optimize the parameters of the model in an iterative fashion. For problems with massive datasets, computations are distributed to many parallel computing…

Information Theory · Computer Science 2019-03-06 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

The conjugate gradient method is a crucial first-order optimization method that generally converges faster than the steepest descent method, and its computational cost is much lower than that of second-order methods. However, while various…

Optimization and Control · Mathematics 2024-03-13 Jun Chen , Haishan Ye , Mengmeng Wang , Tianxin Huang , Guang Dai , Ivor W. Tsang , Yong Liu

Quantum algorithms are still challenging to solve linear systems of equations on real devices. This challenge arises from the need for deep circuits and numerous ancilla qubits. We introduce the quantum conjugate gradient (QCG) method using…

Quantum Physics · Physics 2024-04-16 Kiichiro Toyoizumi , Kaito Wada , Naoki Yamamoto , Kazuo Hoshino

Gaussian processes are notorious for scaling cubically with the size of the training set, preventing application to very large regression problems. Computation-aware Gaussian processes (CAGPs) tackle this scaling issue by exploiting…

Machine Learning · Statistics 2025-03-24 Disha Hegde , Mohamed Adil , Jon Cockayne

In this article we introduce Graph Generation, an enhanced Column Generation (CG) algorithm for solving expanded linear programming relaxations of mixed integer linear programs. To apply Graph Generation, we must be able to map any given…

Optimization and Control · Mathematics 2021-10-05 Julian Yarkony , Naveed Haghani , Amelia Regan

In this paper, a new conjugate gradient-like algorithm is proposed to solve unconstrained optimization problems. The step directions generated by the new algorithm satisfy sufficient descent condition independent of the line search. The…

Optimization and Control · Mathematics 2021-05-11 Ahmad Kamandi , Keyvan Amini

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

Optimization and Control · Mathematics 2023-04-18 Armaghan Zafar , Ian R. Manchester

This article deals with the conjugate gradient method on a Riemannian manifold with interest in global convergence analysis. The existing conjugate gradient algorithms on a manifold endowed with a vector transport need the assumption that…

Optimization and Control · Mathematics 2016-06-20 Hiroyuki Sato , Toshihiro Iwai

We propose a conjugate and calibrated Gaussian process (GP) model for multi-class classification by exploiting the geometry of the probability simplex. Our approach uses Aitchison geometry to map simplex-valued class probabilities to an…

Machine Learning · Computer Science 2026-03-18 Bernardo Williams , Harsha Vardhan Tetali , Arto Klami , Marcelo Hartmann

Residual smoothing techniques, which produce a smooth convergence behavior of linear iterative solvers, also form connections between different methods. For example, minimal residual smoothing can transform the residuals of the conjugate…

Numerical Analysis · Mathematics 2025-09-09 Arisa Kawase , Kensuke Aihara

This paper addresses unconstrained multiobjective optimization problems where two or more continuously differentiable functions have to be minimized. We delve into the conjugate gradient methods proposed by Lucambio P\'{e}rez and Prudente…

Optimization and Control · Mathematics 2024-10-15 Wang Chen , Yong Zhao , Liping Tang , Xinmin Yang

This manuscript proposes a probabilistic framework for algorithms that iteratively solve unconstrained linear problems $Bx = b$ with positive definite $B$ for $x$. The goal is to replace the point estimates returned by existing methods with…

Optimization and Control · Mathematics 2014-10-16 Philipp Hennig

Column generation (CG) is a well-established method for solving large-scale linear programs. It involves iteratively optimizing a subproblem containing a subset of columns and using its dual solution to generate new columns with negative…

Optimization and Control · Mathematics 2024-05-21 Yunzhuang Shen , Yuan Sun , Xiaodong Li , Zhiguang Cao , Andrew Eberhard , Guangquan Zhang

The column-and-constraint generation (CCG) method was introduced by \citet{Zeng2013} for solving two-stage adaptive optimization. We found that the CCG method is quite scalable, but sometimes, and in some applications often, produces…

Optimization and Control · Mathematics 2018-07-10 Dimitris Bertsimas , Shimrit Shtern

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh
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