A scaled BFGS preconditioned conjugate gradient algorithm for unconstrained optimization

This letter presents a scaled memoryless BFGS preconditioned conjugate gradient algorithm for solving unconstrained optimization problems. The basic idea is to combine the scaled memoryless BFGS method and the preconditioning technique in the frame of the conjugate gradient method. The preconditione...

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Vydané v:	Applied mathematics letters Ročník 20; číslo 6; s. 645 - 650
Hlavný autor:	Andrei, Neculai
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Oxford Elsevier Ltd 01.06.2007 Elsevier
Predmet:	BFGS preconditioning Conjugate gradient method Exact sciences and technology Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Sciences and techniques of general use Unconstrained optimization Conjugate gradient method Unconstrained optimization BFGS preconditioning Frame Gradient Spectral method Program Memory Optimization method Algorithm Direction Convergence Letter Applied mathematics Problem solving Metric Large scale Limit Preconditioning
ISSN:	0893-9659, 1873-5452
On-line prístup:	Získať plný text
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