A new three-term conjugate gradient method

DOI10.1007/BF00941495MaRDI QIDQ761255zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 1985

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

Full work available at URL https://doi.org/10.1007/bf00941495

zbMATH Keywords

conjugate gradient algorithmNazareth three- term formulapreconditioning matricesrestart testsunconstrained optimization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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Cited in

(15)

• Numerical experience with the truncated Newton method for unconstrained optimization
• Generalized Polak-Ribière algorithm
• A new taxonomy of conjugate gradient methods
• A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method
• Global convergence of the Fletcher-Reeves algorithm with inexact linesearch
• Efficient generalized conjugate gradient algorithms. II: Implementation
• Two families of scaled three-term conjugate gradient methods with sufficient descent property for nonconvex optimization
• Iterative computation of negative curvature directions in large scale optimization
• A three-parameter family of nonlinear conjugate gradient methods
• Efficient implementation of a generalized polak-ribière algorithm for nonlinear optimization
• scientific article; zbMATH DE number 7014239 (Why is no real title available?)
• A review of parallel finite element methods on the DAP
• Some three-term conjugate gradient methods with the inexact line search condition
• Conjugate gradient methods using quasi-Newton updates with inexact line searches
• Lanczos conjugate-gradient method and pseudoinverse computation on indefinite and singular systems

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