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Efficient generalized conjugate gradient algorithms,part 2: Implementation |
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| Authors: | Y. F. Hu C. Storey |
| Affiliation: | (1) Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire, England |
| Abstract: | In Part 1 of this paper (Ref. 1), a new, generalized conjugate gradient algorithm was proposed and its convergence investigated. In this second part, the new algorithm is compared numerically with other modified conjugate gradient methods and with limited-memory quasi-Newton methods. |
| Keywords: | Unconstrained optimization hybrid and restart conjugate gradient methods limited-memory methods inexact line search |
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