National Repository of Grey Literature 4 records found  Search took 0.00 seconds. 
O Lagrangeových multiplikátorech v metodách s lokálně omezeným krokem
Lukšan, Ladislav ; Matonoha, Ctirad ; Vlček, Jan
Trust-region methods are globally convergent techniques widely used, for example, in connection with the Newton's method for unconstrained optimization. One of the most commonly-used iterative approaches for solving the trust-region subproblems is the Steihaug-Toint method which is based on conjugate gradient iterations and seeks a solution on Krylov subspaces. The paper contains new theoretical results concerning properties of Lagrange multipliers obtained on these subspaces.
The conjugate gradient method
Křížek, Michal ; Segeth, Karel
The paper introduces the main idea of the conjugate gradient method for solving large systems of linear algebraic equations.

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