On the equivalence of the method of conjugate gradients and quasi-Newton methods on quadratic problems

In this paper we state necessary and sufficient conditions for equivalence of the method of conjugate gradients and quasi-Newton methods on a quadratic problem. We show that the set of quasi-Newton schemes that generate parallel search directions to those of the method of conjugate gradients is strictly larger than the one-parameter Broyden family. In addition, we show that this set contains an infinite number of symmetric rank-one update schemes.

Citation

arXiv:1503.01892 [math.OC]