The updated subspaces method in optimization and in solving linear systems of equations
The Updated Conjugate Subspaces method, an modified quasi-Newton method for solving nonlinear unconstrained minimization problems, has flexibility of choosing different quadratic approximation at each iteration and therefore has potential of improving the rate of convergence given by the quasi-Newton method. In this dissertation, the convergence behavior of the UCS method is investigated and the further development of this method in solving the nonlinear unconstrained minimizations, the partially separable minimizations and the linear systems of equations is presented.
Mathematics, Operations Research, Computer Science
University of Illinois - Urbana-Champaign
Networked Digital Library of Theses and Dissertations
University of Illinois at Urbana-Champaign