Modified Yabe-Takano nonlinear conjugate gradient method
From MaRDI portal
Recommendations
- Some modified Yabe–Takano conjugate gradient methods with sufficient descent condition
- Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
- Global convergence of a modified DY conjugate gradient method
- An improved Wei-Yao-Liu nonlinear conjugate gradient method for optimization computation
- Global convergence of a nonlinear conjugate gradient method
Cited in
(6)- Performance evaluation of portfolios with margin requirements
- Estimation of nonlinear dynamic panel data models with individual effects
- A numerical study for robust active portfolio management with worst-case downside risk measure
- Studying term structure of SHIBOR with the two-factor Vasicek model
- Some modified Yabe–Takano conjugate gradient methods with sufficient descent condition
- Modified algorithms for nonconforming taylor discretization
This page was built for publication: Modified Yabe-Takano nonlinear conjugate gradient method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2888011)