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Testing different conjugate gradient methods for large-scale unconstrained optimization. (English) Zbl 1041.65048

Summary: We test different conjugate gradient (CG) methods for solving large-scale unconstrained optimization problems. The methods are divided in two groups: the first group includes five basic CG methods and the second five hybrid CG methods. A collection of medium-scale and large-scale test problems are drawn from a standard code of test problems, CUTE. The conjugate gradient methods are ranked according to the numerical results. Some remarks are given.

MSC:

65K05 Numerical mathematical programming methods
90C06 Large-scale problems in mathematical programming
90C30 Nonlinear programming

Software:

L-BFGS; CUTEr
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