A PCG ALGORITHM FOR NON-LINEAR OPTIMIZATION BASED ON A QUADRATIC MODEL

Section: Article
Published
Jan 1, 2006
Pages
88-101

Abstract

In this paper a new preconditioned Extended Conjugate Gradient with self-scaling Variable Metric method is proposed for unconstrained optimization. This method is based on the inexact line searches and it is examined by using different nonlinear test functions with various dimensions.

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How to Cite

[1]
A. Y. AI-Bayati and A. M. AI-Rozbayani, “A PCG ALGORITHM FOR NON-LINEAR OPTIMIZATION BASED ON A QUADRATIC MODEL”, EDUSJ, vol. 18, no. 1, pp. 88–101, Jan. 2006.