A conjugate gradient method with quasi-Newton approximation

• Autorzy: Jonas Koko
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Newton and quasi-Newton methods; unconstrained high-dimensional optimization; conjugate gradient methods

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2000
• Tom: 27
• Numer: 2
• Strony: 153-165

Daty

wydano

2000

otrzymano

1998-01-29

poprawiono

1999-07-26

Twórcy

autor

Jonas Koko

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

Bibliografia

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