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ArticleOriginal scientific text

Title

A conjugate gradient method with quasi-Newton approximation

Authors 1

Affiliations

  1. ISIMA-LIMOS, Université Clermont-Ferrand II, Campus des Cézeaux, BP 125, F-63173 Aubière Cedex, France

Abstract

The conjugate gradient method of Liu and Storey is an efficient minimization algorithm which uses second derivatives information, without saving matrices, by finite difference approximation. It is shown that the finite difference scheme can be removed by using a quasi-Newton approximation for computing a search direction, without loss of convergence. A conjugate gradient method based on BFGS approximation is proposed and compared with existing methods of the same class.

Keywords

ENG
Newton and quasi-Newton methods, unconstrained high-dimensional optimization, conjugate gradient methods

Bibliography

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Applicationes Mathematicae
2000/27/2
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Pages:
153-165
Main language of publication
English
Received
1998-01-29
Accepted
1999-07-26
Published
2000
Exact and natural sciences