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New Imperfect Conjugate Gradient Algorithm

Author

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  • N. H. Al-Assady

    (University of Mosul)

Abstract

We present a method which generates conjugate search directions and maintains the quadratic convergence property, when applied to a quadratic function, even when the line searches are not exact. The method is similar to that given by Dixon, but needs one less vector store. When the method is applied to a number of general functions of different dimensionality, results show the efficiency of the method.

Suggested Citation

  • N. H. Al-Assady, 1997. "New Imperfect Conjugate Gradient Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 94(3), pages 747-755, September.
  • Handle: RePEc:spr:joptap:v:94:y:1997:i:3:d:10.1023_a:1022665403886
    DOI: 10.1023/A:1022665403886
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