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Journal of Optimization Theory and Applications

, Volume 47, Issue 3, pp 285–300 | Cite as

A new three-term conjugate gradient method

  • L. C. W. Dixon
  • P. G. Ducksbury
  • P. Singh
Contributed Papers

Abstract

In this paper, we describe an implementation and give performance results for a conjugate gradient algorithm for unconstrained optimization. The algorithm is based upon the Nazareth three-term formula and incorporates Allwright preconditioning matrices and restart tests. The performance results for this combination compare favorably with existing codes.

Key Words

Unconstrained optimization conjugate gradients 

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Copyright information

© Plenum Publishing Corporation 1985

Authors and Affiliations

  • L. C. W. Dixon
    • 1
  • P. G. Ducksbury
    • 2
  • P. Singh
    • 1
  1. 1.Numerical Optimisation CentreHatfield PolytechnicHatfieldEngland
  2. 2.School of Information SciencesHatfield PolytechnicHatfieldEngland

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