A new three-term conjugate gradient algorithm for unconstrained optimization (Q120735)

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A new three-term conjugate gradient algorithm for unconstrained optimization
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    68
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    2
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    305-321
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    12 April 2014
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    23 February 2015
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    A new three-term conjugate gradient algorithm for unconstrained optimization (English)
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    The authors present a new three-term conjugate gradient algorithm for unconstrained optimization by minimization of the one-parametric quadratic model of the objective function. Under certain assumptions, the global convergence analysis of the proposed algorithm for uniformly convex functions is established. Some preliminary numerical results on a collection of 800 large-scale unconstrained optimization test problems are provided to compare the proposed algorithm with other existing ones and show that the considered algorithm is indeed more efficient and more robust.
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    unconstrained optimization
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    three-term conjugate gradient method
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    descent condition
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    conjugacy condition
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    spectral analysis
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    numerical comparisons
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    algorithm
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    quadratic model
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    global convergence
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    convex function
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    numerical result
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    large-scale
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