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

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scientific article; zbMATH DE number 6407059
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    A new three-term conjugate gradient algorithm for unconstrained optimization
    scientific article; zbMATH DE number 6407059

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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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