Optimization Online


Computational experience with modified conjugate gradient methods for unconstrained optimization

Ladislav Luksan (luksan***at***cs.cas.cz)
Ctirad Matonoha (matonoha***at***cs.cas.cz)
Jan Vlcek (vlcek***at***cs.cas.cz)

Abstract: 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.

Keywords: Numerical optimization, conjugate direction methods, conjugate gradient methods, global convergence, numerical experiments.

Category 1: Nonlinear Optimization

Category 2: Nonlinear Optimization (Unconstrained Optimization )

Citation: Technical report No. 1038, Institute of Computer Science, Pod Vodarenskou Vezi 2, 18207 Praha 8. December 2008

Download: [Postscript][PDF]

Entry Submitted: 02/25/2009
Entry Accepted: 02/25/2009
Entry Last Modified: 03/10/2009

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society