New Hybrid CG Algorithm Based on PR and FR Steps
AL-Rafidain Journal of Computer Sciences and Mathematics,
2005, Volume 2, Issue 1, Pages 27-38
AbstractIn this paper, a new hybrid conjugate gradient algorithm is proposed for unconstrained optimization. This algorithm combines the desirable computation aspects of Polak-Ribière steps and useful theoretical features of Fletcher-Reeves CG-steps. Computational results for this algorithm are given and compared with those of the Fletcher and Polak standard CG methods showing a considerable improvement over the latter two methods.
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