EFFICIENT GENERALIZED CONJUGATE-GRADIENT ALGORITHMS, .2. IMPLEMENTATION

被引：18

作者：

HU, YF

STOREY, C

机构：

[1] Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 69卷 / 01期

关键词：

UNCONSTRAINED OPTIMIZATION; HYBRID AND RESTART CONJUGATE GRADIENT METHODS; LIMITED-MEMORY METHODS; INEXACT LINE SEARCH;

D O I：

10.1007/BF00940465

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In Part 1 of this paper (Ref. 1), 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.

引用

页码：139 / 152

页数：14

共 7 条

[1]

COHAN A, 1972, SIAM J NUMER ANAL, V9, P248

[2]

DIXON LCW, 1985, 130 HATF POL NUM OPT

[3]

LIU DC, 1988, NAM03 NW U DEP EL EN

[4] EFFICIENT GENERALIZED CONJUGATE-GRADIENT ALGORITHMS, .1. THEORY [J].