Study on a family of methods with theoretical properties of conjugate gradients for quadratic functions

• Grant number: 21/12657-0
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: April 01, 2022
• End date: March 31, 2023
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Roberto Andreani
• Grantee: Filipe Lacerda Benevides
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 18/24293-0 - Computational methods in optimization, AP.TEM

Abstract

We will study a family of methods with the same theoretical and practical properties for quadratics as the conjugate gradient method. This family is a convex combination of the objective function and the squared norm of the function gradient. We will also analyze the possible practical advantages when extended to strictly convex functions.(AU)