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Efficient generalized conjugate gradient algorithms, part 2: Implementation

  • Y. F. Hu
  • C. Storey
Contributed Papers

Abstract

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 Words

Unconstrained optimization hybrid and restart conjugate gradient methods limited-memory methods inexact line search 

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References

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Copyright information

© Plenum Publishing Corporation 1991

Authors and Affiliations

  • Y. F. Hu
    • 1
  • C. Storey
    • 1
  1. 1.Department of Mathematical SciencesLoughborough University of TechnologyLoughboroughEngland

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