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
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
收藏
页码:139 / 152
页数:14
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