Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/53820
Type: Artigo de periódico
Title: A spectral conjugate gradient method for unconstrained optimization
Author: Birgin, EG
Martinez, JM
Abstract: 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.
Subject: unconstrained minimization
spectral gradient method
conjugate gradients
Country: EUA
Editor: Springer-verlag
Rights: fechado
Identifier DOI: 10.1007/s00245-001-0003-0
Date Issue: 2001
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

Files in This Item:
File Description SizeFormat 
WOS000167793000002.pdf218.18 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.