A new three-term conjugate gradient method (Q761255): Difference between revisions

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Latest revision as of 08:46, 30 July 2024

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A new three-term conjugate gradient method
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    A new three-term conjugate gradient method (English)
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    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.
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    conjugate gradient algorithm
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    unconstrained optimization
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    Nazareth three- term formula
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    preconditioning matrices
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    restart tests
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