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Zbl 0990.90134
Birgin, E.G.; Martínez, J.M.
A spectral conjugate gradient method for unconstrained optimization. (English)
[J] Appl. Math. Optimization 43, No.2, 117-128 (2001). ISSN 0095-4616; ISSN 1432-0606/e

Summary: A family of scaled conjugate gradient algorithms for large-scale unconstrained minimization is defined. The Perry, the Polak-Ribière 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.

MSC 2000:: *90C52 Methods of reduced gradient type
90C30 Nonlinear programming
65K05 Mathematical programming (numerical methods)

Keywords: spectral gradient method; scaled conjugate gradient algorithms; large-scale unconstrained minimization

Cited in: Zbl pre05368783 Zbl 1168.90608 Zbl 1116.90114

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