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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

4 votes
1 answer
127 views

Conjugate gradient algorithm where first search direction is not equal to residual

In usual formulation of conjugate gradient algorithm initial search direction is taken to be the residual (so residual and search direction spans Krylov subspace). However, in cases where inexact Kryl …