A scaled nonlinear conjugate gradient algorithm for unconstrained optimization

DOI10.1080/02331930601127909zbMath1338.90457OpenAlexW2051800432MaRDI QIDQ3514834

Neculai Andrei

Publication date: 23 July 2008

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930601127909

zbMATH Keywords

unconstrained optimizationconjugate gradient methodnumerical comparisonsspectral gradient methodBFGS formula

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52)

Related Items (8)

A modified scaling parameter for the memoryless BFGS updating formula ⋮ Two modified scaled nonlinear conjugate gradient methods ⋮ On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae ⋮ A descent family of the spectral Hestenes–Stiefel method by considering the quasi-Newton method ⋮ A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization ⋮ A new modified scaled conjugate gradient method for large-scale unconstrained optimization with non-convex objective function ⋮ Application of scaled nonlinear conjugate-gradient algorithms to the inverse natural convection problem ⋮ Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization

Uses Software

• CUTEr
• CONMIN
• SCALCG

Cites Work

• Convergence properties of the Beale-Powell restart algorithm
• Modified two-point stepsize gradient methods for unconstrained optimization
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Two-Point Step Size Gradient Methods
• Self-Scaling Variable Metric (SSVM) Algorithms
• Self-Scaling Variable Metric (SSVM) Algorithms
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Optimal conditioning of self-scaling variable Metric algorithms
• Restart procedures for the conjugate gradient method
• Conjugate Gradient Methods with Inexact Searches
• On the Convergence of a New Conjugate Gradient Algorithm
• CUTE
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• Function minimization by conjugate gradients
• Convergence Conditions for Ascent Methods
• Convergence Conditions for Ascent Methods. II: Some Corrections
• New conjugacy conditions and related nonlinear conjugate gradient methods
• A spectral conjugate gradient method for unconstrained optimization
• Benchmarking optimization software with performance profiles.

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