Conjugate gradient algorithms in nonconvex optimization

DOI10.1007/978-3-540-85634-4zbMath1171.49002OpenAlexW644650476MaRDI QIDQ947710

Radosław Pytlak

Publication date: 6 October 2008

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-85634-4

zbMATH Keywords

smoothglobal convergencelocal convergenceconjugate gradientmethodnonsmoothrestartlimited memorysubgradient algorithmpreconditionedbox constrainedreduced Hessianmemorylessshortest residual

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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Uses Software

• LANCELOT
• L-BFGS
• TRON
• mctoolbox
• NPSOL

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