Artículos de revistas
A spectral conjugate gradient method for unconstrained optimization
Registro en:
Applied Mathematics And Optimization. Springer-verlag, v. 43, n. 2, n. 117, n. 128, 2001.
0095-4616
WOS:000167793000002
10.1007/s00245-001-0003-0
Autor
Birgin, EG
Martinez, JM
Institución
Resumen
A family of scaled conjugate gradient algorithms for large-scale unconstrained minimization is defined. The Ferry, the Polak-Ribiere and the Fletcher-Reeves formulae are compared using a spectral scaling derived from Raydan's spectral gradient optimization method. The best combination of formula, scaling and initial choice of step-length is compared against well known algorithms using a classical set of problems. An additional comparison involving an ill-conditioned estimation problem in Optics is presented. 43 2 117 128