A combined conjugate-gradient quasi-Newton minimization algorithm

A. G. Buckley

doi:10.1007/bf01609018

journal article Dec 01, 1978

A combined conjugate-gradient quasi-Newton minimization algorithm

A. G. Buckley

Mathematical Programming Vol. 15 No. 1 pp. 200-210 · Springer Science and Business Media LLC

View at Publisher Save 10.1007/bf01609018

Topics

No keywords indexed for this article. Browse by subject →

References

13

[1]

J.C. Allwright, “Improving the conditioning of optimal control problems using simple models”, in: D.J. Bell, ed.,Recent mathematical developments in control (Academic Press, London, 1972).

[2]

W.R. Boland, E. Kamgnia and J.S. Kowalik, “A conjugate gradient optimization method invariant to nonlinear scaling”, Report TR 245, Department of Mathematical Sciences, Clemson University, Clemson, SC (1977).

[3]

A.G. Buckley, “Extending the relationship between the conjugate gradient and BFGS algorithms”,Mathematical Programming, to appear. 10.1007/bf01609038

[4]

C.G. Broyden, “The convergence of a class of double rank algorithms, Part I”,Journal of the Institute of Mathematics and its Applications 7 (1971) 76–90. 10.1093/imamat/7.1.76

[5]

R. Fletcher and M.J.D. Powell, “A rapidly convergent descent method for minimization”,The Computer Journal 7 (1963). 10.1093/comjnl/6.2.163

[6]

R. Fletcher, “A new approach to variable metric algorithms”,The Computer Journal 13 (1970) 317–322. 10.1093/comjnl/13.3.317

[7]

R. Fletcher, “Conjugate direction methods”, in: W. Murray, ed.,Numerical methods for unconstrained optimization (Academic Press, London, 1972) pp. 73–86.

[8]

M.R. Hestenes and E.L. Stiefel, “Methods of conjugate gradients for solving linear systems”,Journal of Research of the National Bureau of Standards 49 (1952) 409–436. 10.6028/jres.049.044

[9]

D.M. Himmelblau,Applied nonlinear programming (McGraw-Hill, New York, 1972).

[10]

L. Nazareth, “A relationship between the BFGS and conjugate gradient algorithms”, AMD Tech. Memo 282, Argonne National Laboratory (1977). 10.2172/7220579

[11]

E. Polak,Computational methods in optimization: A unified approach (Academic Press, New York, 1971).

[12]

M.J.D. Powell, “Restart procedures for the conjugate gradient method”,Mathematical Programming 12 (1977) 241–254. 10.1007/bf01593790

[13]

M.J.D. Powell, “Some convergence properties of the conjugate gradient method”,Mathematical Programming 11 (1976) 42–49. 10.1007/bf01580369

Cited By

51

QN-like variable storage conjugate gradients

A. Buckley, A. Lenir · 1983

Mathematical Programming

Updating quasi-Newton matrices with limited storage

Jorge Nocedal · 1980

Mathematics of Computation

Metrics

51

Citations

13

References

Details

Published: Dec 01, 1978
Vol/Issue: 15(1)
Pages: 200-210
License: View

Authors

A

A. G. Buckley

Cite This Article

A. G. Buckley (1978). A combined conjugate-gradient quasi-Newton minimization algorithm. Mathematical Programming, 15(1), 200-210. https://doi.org/10.1007/bf01609018

A combined conjugate-gradient quasi-Newton minimization algorithm

You May Also Like