Geodesic
A conjugate gradient method with quasi-Newton approximation
Applicationes Mathematicae, Tome 27 (2000) no. 2, pp. 153-165.

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The conjugate gradient method of Liu and Storey is an efficient minimization algorithm which uses second derivatives information, without saving matrices, by finite difference approximation. It is shown that the finite difference scheme can be removed by using a quasi-Newton approximation for computing a search direction, without loss of convergence. A conjugate gradient method based on BFGS approximation is proposed and compared with existing methods of the same class.
DOI : 10.4064/am-27-2-153-165
Keywords: Newton and quasi-Newton methods, unconstrained high-dimensional optimization, conjugate gradient methods

Jonas Koko 1

1 
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Jonas Koko. A conjugate gradient method with quasi-Newton approximation. Applicationes Mathematicae, Tome 27 (2000) no. 2, pp. 153-165. doi : 10.4064/am-27-2-153-165. http://geodesic.mathdoc.fr/articles/10.4064/am-27-2-153-165/

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