| Title:
|
Computational experience with improved conjugate gradient methods for unconstrained minimization (English) |
| Author:
|
Lukšan, Ladislav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
4 |
| Year:
|
1992 |
| Pages:
|
249-262 |
| . |
| Category:
|
math |
| . |
| MSC:
|
49M37 |
| MSC:
|
65K05 |
| MSC:
|
90-08 |
| MSC:
|
90C30 |
| idZBL:
|
Zbl 0771.90090 |
| idMR:
|
MR1183617 |
| . |
| Date available:
|
2009-09-24T18:32:33Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124808 |
| . |
| Reference:
|
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| Reference:
|
[2] P. Baptist, J. Stoer: On the relation between quadratic termination and convergence properties of minimization algorithms.Part 2. Applications. Numer. Math. 28 (1977), 367-391. Zbl 0366.65028, MR 0496671 |
| Reference:
|
[3] P. Bjorstadt, J. Nocedal: Analysis of a new algorithm for one-dimensional minimization.Computing 22 (1979), 93-100. MR 0620386 |
| Reference:
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[4] A. R. Conn N. I. M. Gould, P. L. Toint: Testing a class of methods for solving minimization problems with simple bounds on the variables.Math. Comp. 50 (1988), 399-430. MR 0929544 |
| Reference:
|
[5] W.C. Davidon: Variable metric method for minimization.A.E.C. Research and Development Report ANL-5990, 1959. |
| Reference:
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| Reference:
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[7] R. S. Dembo, T. Steihaug: Truncated-Newton algorithms for large-scale unconstrained minimization.Math. Programming 26 (1983), 190-212. MR 0700647 |
| Reference:
|
[8] R. Fletcher: A FORTRAN subroutine for minimization by the method of conjugate gradients.Report No. AERE-R7073, Atomic Energy Research Establishment, Harwell 1972. |
| Reference:
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[9] R. Fletcher, M.J. D. Powell: A rapidly convergent descent method for minimization.Computer J. 6 (1963), 163-168. Zbl 0132.11603, MR 0152116 |
| Reference:
|
[10] R. Fletcher, CM. Reeves: Function minimization by conjugate gradients.Computer J. 7 (1964), 149-154. Zbl 0132.11701, MR 0187375 |
| Reference:
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[11] J.C. Gilbert, and J. Nocedal: Global convergence properties of conjugate gradient methods for optimization.Report No. 1268, Institut National de Recherche en Inforrnatique et. en Automatique, 1990. |
| Reference:
|
[12] A. Griewank, P. L. Toint: Partitioned variable metric updates for large structured optimization problems.Numer. Math. 39 (1982), 119-137. Zbl 0482.65035, MR 0664541 |
| Reference:
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[13] M. R. Hestenes, CM. Stiefel: Methods of conjugate gradient for solving linear systems.J. Res. Nat. Bur. Standards 49 (1964), 409-436. MR 0060307 |
| Reference:
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[14] Y. F. Hu, C. Storey: A Global Convergence Result for Conjugate Gradient Methods.Report No. A134, Loughborough University of Technology, 1990. MR 1131466 |
| Reference:
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| Reference:
|
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| Reference:
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[17] L. Lukšan: Computational experience with improved variable metric methods for unconstrained minimization.Kybernetika 26 (1990), 415-431. MR 1079679 |
| Reference:
|
[18] J.J. Moré B.S. Garbow, K.E. Hillstrom: Testing unconstrained optimization software.ACM Trans. Math. Software 7 (1981), 17-41. MR 0607350 |
| Reference:
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[19] J. Nocedal: Updating quasi-Newton matrices with limited storage.Math. Comp. 35 (1980), 773-782. Zbl 0464.65037, MR 0572855 |
| Reference:
|
[20] E. Polak, G. Ribiére: Note sur la convergence de methodes de directions conjugees.Revue Francaise Inform. Mech. Oper. 16-R1 (1969), 35-43. MR 0255025 |
| Reference:
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[21] M.J.D. Powell: Restart procedures of the conjugate gradient method.Math. Programming 12 (1977), 241-254. MR 0478622 |
| Reference:
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[22] M.J.D. Powell: Nonconvex Minimization Calculations and the Conjugate Gradient Method.Report No. DAMTP 1983/NA14, University of Cambridge, 1983. MR 0760460 |
| Reference:
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[23] M.J.D. Powell: Convergence Properties of Algorithms for Nonlinear Optimization.Report No. DAMPT 1985/NA1, University of Cambridge, 1985. MR 0867680 |
| Reference:
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[24] D. F. Shanno: Conditioning of quasi-Newton methods for function minimization.Math. Comp. 24 (1970), 647-656. MR 0274029 |
| Reference:
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| . |
