Accelerated conjugate gradient algorithm with finite difference Hessian/vector product approximation for unconstrained optimization

DOI10.1016/j.cam.2008.12.024zbMath1170.65046MaRDI QIDQ2390003

Neculai Andrei

Publication date: 20 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.cam.2008.12.024

zbMATH Keywords

algorithm; unconstrained optimization; convergence acceleration; conjugate gradient method; numerical comparisons; Newton directions; forward difference approximation of Hessian/vector product; large scale test examples

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C06: Large-scale problems in mathematical programming

90C30: Nonlinear programming

Related Items

Modified Hestenes-Steifel conjugate gradient coefficient for unconstrained optimization, A new class of nonlinear conjugate gradient coefficients with global convergence properties, A new class of nonlinear conjugate gradient coefficients with exact and inexact line searches, A note on the global convergence theorem of accelerated adaptive Perry conjugate gradient methods, A double parameter self-scaling memoryless BFGS method for unconstrained optimization, An inexact line search approach using modified nonmonotone strategy for unconstrained optimization, A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques

Uses Software

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

Cites Work

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