International Journal of Computer Mathematics · 2018 · 12 citations · 57 references
Natural SciencesComputer ScienceMathematicsAlgorithmsOptimizationTheory Of ComputationGradient-based OptimizationLarge-scale OptimizationNonlinear ProgrammingNumerical AlgorithmsNumerical AnalysisUnconstrained OptimizationConvergenceGlobal Convergence AnalysisLarge-scale Nonlinear ProgrammingNonlinear OptimizationSmooth Optimization
In this paper, the Hager–Zhang (HZ) conjugate gradient (CG) algorithm is studied for large-scale smooth optimization problems. (i) Some results of the HZ CG method for smooth unconstrained optimization problems are given, and a modified HZ (MHZ) CG method is proposed; (ii) the HZ and MHZ CG methods for nonlinear equations are analysed, the global convergence is established and numerical results for large-scale nonlinear equation problems are reported (1,00,000 variables).
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Practical methods of optimization
Mathematics and Computers in Simulation · 1988 · 5.9K citations
Function minimization by conjugate gradients
R. Fletcher · The Computer Journal · 1964 · 4.9K citations · Full text