Keywords : Variable Metric

Modified the CG-Algorithm for Unconstrained Non-Linear Optimization by Using Oren’s Update

Abbas Y. Al-Bayati; Abdulghafor M. Al-Rozbayani

AL-Rafidain Journal of Computer Sciences and Mathematics, 2005, Volume 2, Issue 2, Pages 11-19
DOI: 10.33899/csmj.2005.164078

In this paper we have modified a new extended generalized conjugate gradient steps with self-scaling variable metric updates for unconstrained optimization. The new proposed algorithm is based on the inexact line searches and it is examined by using different non-linear test functions with various dimensions.