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Generalized Polak-Ribière algorithm

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Abstract

A new generalized Polak-Ribière conjugate gradient algorithm is proposed for unconstrained optimization, and its numerical and theoretical properties are discussed. The new method is, in fact, a particular type of two-dimensional Newton method and is based on a finite-difference approximation to the product of a Hessian and a vector.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire, England

    K. M. Khoda (Graduate Student) & C. Storey (Professor)

  2. Institute of Mathematical Physics, Anhui University, Hefei, China

    Y. Liu (Lecturer)

Authors
  1. K. M. Khoda
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  2. Y. Liu
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  3. C. Storey
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Communicated by L. C. W. Dixon

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Khoda, K.M., Liu, Y. & Storey, C. Generalized Polak-Ribière algorithm. J Optim Theory Appl 75, 345–354 (1992). https://doi.org/10.1007/BF00941472

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  • DOI: https://doi.org/10.1007/BF00941472

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