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 81 articles , 1 standard article )

Showing results 61 to 80 of 81.
Sorted by year (citations)
  1. Andrei, Neculai: Accelerated scaled memoryless BFGS preconditioned conjugate gradient algorithm for unconstrained optimization (2010)
  2. Livieris, I. E.; Pintelas, P.: Performance evaluation of descent CG methods for neural network training (2010)
  3. Saad, Yousef; Chelikowsky, James R.; Shontz, Suzanne M.: Numerical methods for electronic structure calculations of materials (2010)
  4. Shi, Zhen-Jun; Wang, Shengquan; Xu, Zhiwei: The convergence of conjugate gradient method with nonmonotone line search (2010)
  5. Zhang, Ming-Liang; Xiao, Yun-Hai; Zhou, Dangzhen: A simple sufficient descent method for unconstrained optimization (2010)
  6. Alekseev, A. K.; Navon, I. M.; Steward, J. L.: Comparison of advanced large-scale minimization algorithms for the solution of inverse ill-posed problems (2009)
  7. Shi, Zhen-Jun; Guo, Jinhua: A new family of conjugate gradient methods (2009)
  8. Yuan, Gonglin: Modified nonlinear conjugate gradient methods with sufficient descent property for large-scale optimization problems (2009)
  9. Birgin, E. G.; Martínez, J. M.: Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization (2008)
  10. Ferreira-Mendonça, L.; Lopes, V. L. R.; Martínez, J. M.: Quasi-Newton acceleration for equality-constrained minimization (2008)
  11. Hager, William W.; Zhang, Hongchao: Self-adaptive inexact proximal point methods (2008)
  12. Protas, Bartosz; Liao, Wenyuan: Adjoint-based optimization of PDEs in moving domains (2008)
  13. Yu, Gaohang; Guan, Lutai; Chen, Wufan: Spectral conjugate gradient methods with sufficient descent property for large-scale unconstrained optimization (2008)
  14. Bhat, Y. S.; Moskow, S.: Homogenization of a nonlinear elliptic boundary value problem modeling galvanic currents (2006)
  15. Dai, Yuhong; Hager, William W.; Schittkowski, Klaus; Zhang, Hongchao: The cyclic Barzilai-Borwein method for unconstrained optimization (2006)
  16. Hager, William W.; Zhang, Hongchao: Algorithm 851: CG_DESCENT, a conjugate gradient method with guaranteed descent. (2006)
  17. Hager, William W.; Zhang, Hongchao: A new active set algorithm for box constrained optimization (2006)
  18. Hager, W. W.; Zhang, H.: Recent advances in bound constrained optimization (2006)
  19. Gould, Nick; Orban, Dominique; Toint, Philippe: Numerical methods for large-scale nonlinear optimization (2005)
  20. Hager, William W.; Zhang, Hongchao: A new conjugate gradient method with guaranteed descent and an efficient line search (2005)