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SCALCG

swMATH ID: 8453
Software Authors: Andrei, N.
Description: SCALCG – Scaled conjugate gradient algorithms for unconstrained optimization. In this work we present and analyze a new scaled conjugate gradient algorithm and its implementation, based on an interpretation of the secant equation and on the inexact Wolfe line search conditions. The best spectral conjugate gradient algorithm SCG by Birgin and Martínez (2001), which is mainly a scaled variant of Perry’s (1977), is modified in such a manner to overcome the lack of positive definiteness of the matrix defining the search direction. This modification is based on the quasi-Newton BFGS updating formula. The computational scheme is embedded in the restart philosophy of Beale–Powell. The parameter scaling the gradient is selected as spectral gradient or in an anticipative manner by means of a formula using the function values in two successive points. In very mild conditions it is shown that, for strongly convex functions, the algorithm is global convergent. Preliminary computational results, for a set consisting of 500 unconstrained optimization test problems, show that this new scaled conjugate gradient algorithm substantially outperforms the spectral conjugate gradient SCG algorithm.
Homepage: http://link.springer.com/article/10.1007/s10589-007-9055-7
Related Software: CUTEr; CUTE; CG_DESCENT; Algorithm 500; L-BFGS; minpack; MINPACK-2; SifDec; ACGSSV; CONMIN; LDGB; CUTEst; tn; CGOPT; MCPLIB; IPSSIS; GradSamp; UFO; COPS; Genocop
Referenced in: 114 Publications
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Referenced by 129 Authors

30 Andrei, Neculai
17 Babaie-Kafaki, Saman
6 Dong, Xiaoliang
6 Ghanbari, Reza
5 Ou, Yigui
4 Dai, Zhifeng
4 Liu, Hongwei
4 Liu, Zexian
4 Zhang, Li
3 Aminifard, Zohre
3 Li, Xiangli
3 Mahdavi-Amiri, Nezam
2 Amini, Keyvan
2 Chen, Xiaohong
2 Faramarzi, Parvaneh
2 He, Yubo
2 Li, Ming
2 Li, Tingting
2 Li, Xiangrong
2 Liu, Dongyi
2 Livieris, Ioannis E.
2 Pintelas, Panagiotis E.
2 Sabi’u, Jamilu
2 Sheng, Zhou
2 Wan, Zhong
2 Waziri, Mohammed Yusuf
2 Xu, Gen-Qi
2 Yuan, Gonglin
2 Zhao, Wenjuan
2 Zhou, Weijun
1 Abdollahi, Fahimeh
1 Ahmed, Huda Issam
1 Ahmed, Kabiru
1 Aji, Sani
1 Al-Bayati, Abbas Y.
1 Andrea, Caliciotti
1 Ashrafi, Ali Reza
1 Aslani, Kourosh Amir
1 Awwal, Aliyu Muhammed
1 Badreddine, Sellami
1 Bojari, S.
1 Caliciotti, Andrea
1 Chiheb Eddine Sellami, Mohamed
1 Cong, Weijie
1 Cui, Zengru
1 Dai, Xiaoyu
1 Dan, Bin
1 de Sampaio, Raimundo J. B.
1 Deng, Songhai
1 Ding, Feng
1 Duan, Xiabin
1 Eslahchi, Mohammad Reza
1 Fahs, Amin
1 Fahs, Hassane
1 Fasano, Giovanni
1 Fatemi, Masoud
1 Feng, Haishan
1 Feng, Yuming
1 Ghasemloo, Sadjad
1 Giovanni, Fasano
1 Hamed, Eman T.
1 Han, Deren
1 He, Donglei
1 Hu, ShengLong
1 Hu, Wujie
1 Huang, Jinhong
1 Huang, Shuai
1 Huang, Zheng-Hai
1 Ibrahim, Mohd Asrul Hery
1 Jian, Jinbao
1 Jiang, Xianzhen
1 Khoshgam, Zahra
1 Kumam, Poom
1 Leong, Wah June
1 Li, Donghui
1 Li, Jingya
1 Li, Junli
1 Li, Lixiang
1 Li, Wanyi
1 Liao, Wei
1 Lin, Haichan
1 Liu, Hao
1 Liu, Jinkui
1 Lu, Aiguo
1 Lu, Nan
1 Luo, Zhijun
1 Mamat, Mustafa Bin
1 Massimo, Roma
1 Molavi, Hosein
1 Nasreddine, Chenna
1 Nataj, Sarah
1 Noori, Sahar
1 Qian, Xiaoyan
1 Rao, Feng
1 Rezaee, Saeed
1 Rezapour, Javad
1 Roma, Massimo
1 Saeed Chilmeran, Hamsa Th.
1 Sellami, Badreddine
1 Shaeiri, M.
...and 29 more Authors
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Referenced in 42 Serials

15 Numerical Algorithms
12 Journal of Computational and Applied Mathematics
10 Journal of Optimization Theory and Applications
7 Applied Mathematics and Computation
5 4OR
5 Optimization Letters
4 Computational Optimization and Applications
4 Mathematical Problems in Engineering
4 Optimization Methods & Software
3 Optimization
3 Applied Mathematics Letters
3 International Journal of Computer Mathematics
3 Journal of Industrial and Management Optimization
2 International Journal of Mathematics and Mathematical Sciences
2 European Journal of Operational Research
2 Computational and Applied Mathematics
2 Abstract and Applied Analysis
2 RAIRO. Operations Research
2 Journal of Applied Mathematics and Computing
1 Computers and Fluids
1 Computers & Mathematics with Applications
1 Calcolo
1 Numerische Mathematik
1 Circuits, Systems, and Signal Processing
1 Applied Numerical Mathematics
1 Journal of Scientific Computing
1 Applications of Mathematics
1 International Journal of Numerical Methods for Heat & Fluid Flow
1 Filomat
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Mediterranean Journal of Mathematics
1 Frontiers of Mathematics in China
1 Advanced Modeling and Optimization
1 Asian-European Journal of Mathematics
1 Advances in Numerical Analysis
1 Arabian Journal of Mathematics
1 Journal of the Operations Research Society of China
1 Journal of Mathematical Modeling
1 Bollettino dell’Unione Matematica Italiana
1 Springer Optimization and Its Applications
1 SN Operations Research Forum

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