Abstract
Conjugate gradient (CG) methods are a popular class of iterative methods for solving linear systems of equations and nonlinear optimization problems.
In this paper, a new hybrid conjugate gradient (CG) method is presented and analyzed for solving unconstrained optimization problems, where the parameter
References
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Articles in the same Issue
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- Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
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Articles in the same Issue
- Frontmatter
- Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties
- Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
- Random walk algorithms for solving nonlinear chemotaxis problems
- A novel portfolio optimization method and its application to the hedging problem
- Dynamics of a multigroup stochastic SIQR epidemic model
- Optimal oversampling ratio in two-step simulation
- The slice sampler and centrally symmetric distributions
- Simulation of doubly stochastic Poisson point processes and application to nucleation of nanocrystals and evaluation of exciton fluxes