A new three-term conjugate gradient method (Q761255)

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scientific article; zbMATH DE number 3887455
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    A new three-term conjugate gradient method
    scientific article; zbMATH DE number 3887455

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      A new three-term conjugate gradient method (English)
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      1985
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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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