@Article{JCM-22-4, author = {}, title = {A Direct Search Frame-Based Conjugate Gradients Method}, journal = {Journal of Computational Mathematics}, year = {2004}, volume = {22}, number = {4}, pages = {489--500}, abstract = {
A derivative-free frame-based conjugate gradients algorithm is presented. Convergence is shown for $C^1$ functions, and this is verified in numerical trials. The algorithm is tested on a variety of low dimensional problems, some of which are ill-conditioned, and is also tested on problems of high dimension. Numerical results show that the algorithm is effective on both classes of problems. The results are compared with those from a discrete quasi-Newton method, showing that the conjugate gradients algorithm is competitive. The algorithm exhibits the conjugate gradients speed-up on problems for which the Hessian at the solution has repeated or clustered eigenvalues. The algorithm is easily parallelizable.
}, issn = {1991-7139}, doi = {https://doi.org/2004-JCM-8858}, url = {https://global-sci.com/article/85236/a-direct-search-frame-based-conjugate-gradients-method} }