Algorithm 851

2006/03/01 by William W. Hager, Hongchao Zhang · 9 citations
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Iterative Methods for Nonlinear Equations #Matrix Theory and Algorithms

paper · doi:10.1145/1132973.1132979

Abstract

Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition g T k d k ≤ −7/8 ‖ g k ‖ 2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large-scale unconstrained optimization are given.

Citations

• Function minimization by conjugate gradients
• On the limited memory BFGS method for large scale optimization
• Benchmarking optimization software with performance profiles

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