CG_DESCENT

Algorithm 851: CG_DESCENT. A conjugate gradient method with guaranteed descent Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition gTkdk ≤ −7/8 ‖gk‖2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large-scale unconstrained optimization are given.

This software is also peer reviewed by journal TOMS.


References in zbMATH (referenced in 57 articles , 1 standard article )

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  1. Andrei, Neculai: An adaptive conjugate gradient algorithm for large-scale unconstrained optimization (2016)
  2. Babaie-Kafaki, Saman; Ghanbari, Reza: A descent hybrid modification of the Polak-Ribière-Polyak conjugate gradient method (2016)
  3. Du, Xuewu; Zhang, Peng; Ma, Wenya: Some modified conjugate gradient methods for unconstrained optimization (2016)
  4. Fatemi, M.: An optimal parameter for dai-liao family of conjugate gradient methods (2016)
  5. Iiduka, Hideaki: Line search fixed point algorithms based on nonlinear conjugate gradient directions: application to constrained smooth convex optimization (2016)
  6. Zhang, Yang; Dan, Bin: An efficient adaptive scaling parameter for the spectral conjugate gradient method (2016)
  7. Al-Baali, Mehiddin; Narushima, Yasushi; Yabe, Hiroshi: A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization (2015)
  8. Huang, Shuai; Wan, Zhong; Chen, Xiaohong: A new nonmonotone line search technique for unconstrained optimization (2015)
  9. Saman, Babaiekafaki: A modified three-term conjugate gradient method with sufficient descent property (2015)
  10. Xiao, Yunhai; Wu, Chunjie; Wu, Soon-Yi: Norm descent conjugate gradient methods for solving symmetric nonlinear equations (2015)
  11. Babaie-Kafaki, Saman: Two modified scaled nonlinear conjugate gradient methods (2014)
  12. Babaie-Kafaki, Saman: On the sufficient descent condition of the Hager-Zhang conjugate gradient methods (2014)
  13. Babaie-Kafaki, Saman; Ghanbari, Reza: Two modified three-term conjugate gradient methods with sufficient descent property (2014)
  14. Babaie-Kafaki, Saman; Ghanbari, Reza: The Dai-Liao nonlinear conjugate gradient method with optimal parameter choices (2014)
  15. Li, Min; Qu, Aiping: Some sufficient descent conjugate gradient methods and their global convergence (2014)
  16. Nash, John C.: Nonlinear parameter optimization using R tools (2014)
  17. Yuan, Gonglin; Wei, Zengxin; Li, Guoyin: A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs (2014)
  18. Babaie-Kafaki, Saman: A modified scaled memoryless BFGS preconditioned conjugate gradient method for unconstrained optimization (2013)
  19. Babaie-Kafaki, Saman: Erratum to: scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization (2013)
  20. Deng, Songhai; Wan, Zhong; Chen, Xiaohong: An improved spectral conjugate gradient algorithm for nonconvex unconstrained optimization problems (2013)

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