Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization

European Journal of Operational Research

Volumn 204, Issue 3, 2010, Pages 410-420

  Andrei, Neculai ^a  

^a NATIONAL INSTITUTE FOR RESEARCH AND DEVELOPMENT IN INFORMATICS   (Romania)

Author keywords

BFGS preconditioning; Conjugate gradient method; Spectral gradient method; Unconstrained optimization; Wolfe line search

Indexed keywords

BASIC IDEA; BFGS METHOD; COMPUTATIONAL RESULTS; CONJUGATE GRADIENT; CONJUGATE GRADIENT ALGORITHMS; CONVEX FUNCTIONS; FUNCTION VALUES; GLOBALLY CONVERGENT; L-BFGS METHOD; LINE SEARCHES; MATRIX; ORDER OF MAGNITUDE; PARAMETER SCALING; PRECONDITIONED CONJUGATE GRADIENT; PRECONDITIONERS; PRECONDITIONING CONJUGATE GRADIENT; PRECONDITIONING TECHNIQUES; QUASI-NEWTON; SCALED CONJUGATE GRADIENT ALGORITHM; SPECTRAL GRADIENT METHOD; SPECTRAL GRADIENTS; STEP LENGTH; TEST PROBLEM; TRUNCATED NEWTON METHOD; UNCONSTRAINED OPTIMIZATION; UNCONSTRAINED OPTIMIZATION PROBLEMS;

ALGORITHMS; COMPUTATIONAL EFFICIENCY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; NEWTON-RAPHSON METHOD; OPTIMIZATION;

CONJUGATE GRADIENT METHOD;

EID: 75449103729     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2009.11.030     Document Type: Article

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