Journal of the Korean Society for Industrial and Applied Mathematics
- 제8권2호
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- Pages.7-13
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- 2004
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- 1226-9433(pISSN)
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- 1229-0645(eISSN)
A NEW CONJUGATE GRADIENT MINIMIZATION METHOD BASED ON EXTENDED QUADRATIC FUNCTIONS
- Moghrabi, Issam.A.R. (Computer Science Division, Faculty of Science, Beirut Arab University)
- 발행 : 2004.12.25
초록
A Conjugate Gradient (CG) algorithm for unconstrained minimization is proposed which is invariant to a nonlinear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic functions. It is derived for inexact line searches and is designed for the minimization of general nonlinear functions. It compares favorably in numerical tests with the original Dixon algorithm on which the new algorithm is based.
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