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A new three-term conjugate gradient method (1985)

Dixon, L. C. W. ; Ducksbury, P. G. ; Singh, P.

Springer

Journal of optimization theory and applications 47 (1985), S. 285-300

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ISSN: 1573-2878

Keywords: Unconstrained optimization ; conjugate gradients

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract In this paper, we describe an implementation and give performance results for a conjugate gradient algorithm for unconstrained optimization. The algorithm is based upon the Nazareth three-term formula and incorporates Allwright preconditioning matrices and restart tests. The performance results for this combination compare favorably with existing codes.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00941495

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