A conjugate gradient method with quasi-Newton approximation
Tom 27 / 2000
Applicationes Mathematicae 27 (2000), 153-165
DOI: 10.4064/am-27-2-153-165
Streszczenie
The conjugate gradient method of Liu and Storey is an efficient minimization algorithm which uses second derivatives information, without saving matrices, by finite difference approximation. It is shown that the finite difference scheme can be removed by using a quasi-Newton approximation for computing a search direction, without loss of convergence. A conjugate gradient method based on BFGS approximation is proposed and compared with existing methods of the same class.
