In Accurate CG-Algorithm for Unconstrained Optimization Problems
Author(s) -
Nidhal Al-Assady,
Maysoon M .Aziz,
Ban Ahmed Mitras
Publication year - 2004
Publication title -
maǧallaẗ al-rāfidayn li-ʿulūm al-ḥāsibāt wa-al-riyāḍiyyāẗ/al-rafidain journal for computer sciences and mathematics
Language(s) - English
Resource type - Journals
eISSN - 2311-7990
pISSN - 1815-4816
DOI - 10.33899/csmj.2004.164096
Subject(s) - quadratic equation , algorithm , minification , mathematics , invariant (physics) , scaling , quadratic function , regular polygon , function (biology) , convex function , convex optimization , mathematical optimization , geometry , evolutionary biology , mathematical physics , biology
An algorithm for unconstrained minimization is proposed which is invariant to a non-linear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic function. It is derived for inexact line searches and is designed for general use, it compares favorably numerical tests (over eight test functions and
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