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Keywords

unconstrained Optimization
conjugate gradient algorithm
Polak-Ribière steps
Fletcher-Reeves steps

Abstract

In 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.  
https://doi.org/10.33899/csmj.2005.164065
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