Efficient generalized conjugate gradient algorithms, part 2: Implementation
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In Part 1 of this paper (Ref. 1), a new, generalized conjugate gradient algorithm was proposed and its convergence investigated. In this second part, the new algorithm is compared numerically with other modified conjugate gradient methods and with limited-memory quasi-Newton methods.
Key WordsUnconstrained optimization hybrid and restart conjugate gradient methods limited-memory methods inexact line search
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