Acceleration of conjugate gradient algorithms for unconstrained optimization

DOI10.1016/J.AMC.2009.03.020zbMath1172.65027OpenAlexW1987327258MaRDI QIDQ1029371

Neculai Andrei

Publication date: 10 July 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.03.020

zbMATH Keywords

unconstrained optimizationconvergencenumerical examplesconvergence accelerationconjugate gradient methodsnumerical comparisonsWolfe line searchlarge-scaleline search gradient methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (26)

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Uses Software

• L-BFGS
• CUTEr
• Algorithm 500
• SCALCG
• CUTE

Cites Work

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• A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• Efficent line search algorithm for unconstrained optimization
• Scaled conjugate gradient algorithms for unconstrained optimization
• An acceleration of gradient descent algorithm with backtracking for unconstrained opti\-mi\-za\-tion
• Minimization of functions having Lipschitz continuous first partial derivatives
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• CUTE
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• Scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
• Convergence Conditions for Ascent Methods
• On Steepest Descent
• The conjugate gradient method in extremal problems
• New conjugacy conditions and related nonlinear conjugate gradient methods
• Benchmarking optimization software with performance profiles.

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