Efficient generalized conjugate gradient algorithms. II: Implementation

DOI10.1007/BF00940465MaRDI QIDQ2277157zbMATH OpenFDO

Authors Yanyan Li

Publication date 1991

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00940465

zbMATH Keywords

comparison of algorithmshybrid and restart conjugate gradient methodsinexact line searchlimited memory quasi-Newton methodsunconstrained optimization

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

Review text

In part I of this paper [see the previous preview by\textit{Y. Liu} and the second author [J. Optim. Theory Appl. 69, No. 1, 129--137 (1991; Zbl 0702.90077)] a new, generalized conjugate gradient algorithm was proposed and its convergence investigated. In this second part, the new algorithm is compared numerically with other modified conjugate gradient methods and with limited memory quasi-Newton methods.

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Cites work

• A new three-term conjugate gradient method
• Conjugate Gradient Methods less Dependent on Conjugacy
• Rate of Convergence of Several Conjugate Gradient Algorithms
• Restart procedures for the conjugate gradient method
• The method of successive affine reduction for nonlinear minimization

Cited in

(17)

• A generalized conjugate gradient algorithm
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• Preconditioned low-order Newton methods
• A faster version of the ASG algorithm
• A new conjugate gradient method based on quasi-Newton equation for unconstrained optimization
• A conjugate gradient method for the unconstrained minimization of strictly convex quadratic splines
• Planar conjugate gradient algorithm for large-scale unconstrained optimization. I: Theory
• Computational capability of CGM algorithm
• Comparison of optimization algorithms
• scientific article; zbMATH DE number 3943226 (Why is no real title available?)
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• Efficient implementation of a generalized polak-ribière algorithm for nonlinear optimization
• A conjugate gradient method with quasi-Newton approximation
• On CG algorithms as objects of scientific study: An appendix
• scientific article; zbMATH DE number 1457037 (Why is no real title available?)
• The Limited Memory Conjugate Gradient Method
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