Keywords : CG algorithm


In Accurate CG-Algorithm for Unconstrained Optimization Problems

Nidhal Al-Assady; Maysoon M. Aziz; Ban Ahmed Mitras

AL-Rafidain Journal of Computer Sciences and Mathematics, 2004, Volume 1, Issue 1, Pages 34-53
DOI: 10.33899/csmj.2004.164096

An algorithm for unconstrained minimization is proposed which is invariant to a non-linear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic function. It is derived for inexact line searches and is designed for general use, it compares favorably numerical tests [over eight test functions and dimensionally up to (2-100) with the H/S, DX, F/R, P/R, and A/B algorithms on which this new algorithm is based.