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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Bibliographic Details
Published in:	Applied mathematics letters Vol. 20; no. 6; pp. 645 - 650
Main Author:	Andrei, Neculai
Format:	Journal Article
Language:	English
Published:	Oxford Elsevier Ltd 01.06.2007 Elsevier
Subjects:	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
Online Access:	Get full text
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