Abstract
It is well-known that the conjugate gradient method is widely used for solving large scale optimization problems. In this paper a modified trust-region method with Beale's Preconditioned Conjugate Gradient (BPCG) technique is developed for solving unconstrained optimization problems. The modified version adopts an adaptive rule and retains some useful information when an unsuccessful iteration occurs, and therefore improves the efficiency of the method. The behavior and the convergence properties are discussed. Some numerical experiments are reported. © 2007 Springer Science+Business Media, LLC.
| Original language | English |
|---|---|
| Pages (from-to) | 59-72 |
| Journal | Computational Optimization and Applications |
| Volume | 40 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - May 2008 |
Research Keywords
- Conjugate gradient method
- Preconditioning
- Trust region method
- Unconstrained optimization
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