zbMATH — the first resource for mathematics

Extending the relationship between the conjugate gradient and BFGS algorithms. (English) Zbl 0393.90075

90C30 Nonlinear programming
Full Text: DOI
[1] J.C. Allwright, ”Improving the conditioning of optimal control problems using simple models”, in: D.J. Bell, ed.,Recent mathematical developments in control (Academic Press, London, 1972). · Zbl 0281.49021
[2] A.G. Buckley, ”A combined conjugate-gradient quasi-Newton minimization algorithm”,Mathematical Programming, to appear. · Zbl 0386.90051
[3] R. Fletcher, ”A new approach to variable metric algorithms”,Computer Journal 13 (1970) 317–322. · Zbl 0207.17402
[4] R. Fletcher, ”Conjugate direction methods”, in: W. Murray, ed.,Numerical methods for unconstrained optimization, (Academic Press, London, 1972) pp. 73–86.
[5] M.R. Hestenes and E.L. Stiefel, ”Methods of conjugate gradients for solving linear systems”,Journal of Research of the National Bureau of Standards 49 (1952) 409–436. · Zbl 0048.09901
[6] G.E. Myers, ”Properties of the conjugate gradient and Davidon methods”,Journal of Optimization Theory and Applications 2 (1968) 209–219. · Zbl 0207.17302
[7] L. Nazareth, ”A relationship between the BFGS and conjugate gradient algorithms”, AMD Tech. Memo 282, Argonne National Laboratory (1977).
[8] M.J.D. Powell, ”Restart procedures for the conjugate gradient method”,Mathematical Programming 12 (1977) 241–254. · Zbl 0396.90072
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.