Accelerated conjugate gradient algorithm with finite difference Hessian/vector product approximation for unconstrained optimization
DOI10.1016/J.CAM.2008.12.024zbMATH Open1170.65046OpenAlexW2090016606MaRDI QIDQ2390003FDOQ2390003
Authors: Neculai Andrei 
Publication date: 20 July 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.12.024
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algorithmconvergence accelerationnumerical comparisonsunconstrained optimizationconjugate gradient methodNewton directionsforward difference approximation of Hessian/vector productlarge scale test examples
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
Cites Work
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- Convergence Properties of Nonlinear Conjugate Gradient Methods
- An efficient hybrid conjugate gradient method for unconstrained optimization
- A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization
- The Conjugate Gradient Method for Linear and Nonlinear Operator Equations
Cited In (12)
- A double parameter self-scaling memoryless BFGS method for unconstrained optimization
- Modified Hestenes-Steifel conjugate gradient coefficient for unconstrained optimization
- Modeling Hessian-vector products in nonlinear optimization: new Hessian-free methods
- A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
- Accelerated gradient methods combining Tikhonov regularization with geometric damping driven by the Hessian
- On the extension of the Hager-Zhang conjugate gradient method for vector optimization
- A note on the global convergence theorem of accelerated adaptive Perry conjugate gradient methods
- Convergence acceleration of direct trajectory optimization using novel Hessian calculation methods
- A new class of nonlinear conjugate gradient coefficients with exact and inexact line searches
- An inexact line search approach using modified nonmonotone strategy for unconstrained optimization
- A new class of nonlinear conjugate gradient coefficients with global convergence properties
- Acceleration of conjugate gradient algorithms for unconstrained optimization
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