A Limited Memory Subspace Minimization Conjugate Gradient Algorithm for Unconstrained Optimization

Subspace minimization conjugate gradient (SMCG) methods are a class of high potential iterative methods for unconstrained optimization. The orthogonality is an important property of linear conjugate gradient method. It is however observed that the orthogonality of gradients in linear conjugate gradient method is often lost, which usually causes the slow convergence of conjugate gradient method. … Read more