conjugate direction methods

Computational experience with modified conjugate gradient methods for unconstrained optimization

  • Ladislav Lukšan
  • Ctirad Matonoha
  • Jan Vlček
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , , ,

    In this report, several modifications of the nonlinear conjugate gradient method are described and investigated. Theoretical properties of these modifications are proved and their practical performance is demonstrated using extensive numerical experiments. Citation Technical report No. 1038, Institute of Computer Science, Pod Vodarenskou Vezi 2, 18207 Praha 8. December 2008 Article Download View Computational experience … Read more

    An Extension of the Conjugate Directions Method With Orthogonalization to Large-Scale Problems With Bound Constraints

  • Edouard Boudinov
  • Arkadiy Manevich
    • Categories Bound-constrained Optimization, Quadratic Programming, Unconstrained Optimization Tags , , , , ,

    In our reports on GAMM-04 and ECCOMAS-04 there has been presented a new conjugate directions method for large scale unconstrained minimization problems. High efficiency of this method is ensured by employing an orthogonalization procedure: when constructing the next conjugate vector the component of the gradient is used that is orthogonal to the subspace of preceding … Read more