A PCG ALGORITHM FOR NON-LINEAR OPTIMIZATION BASED ON A QUADRATIC MODEL

Abstract

In this paper a new preconditioned Extended Conjugate Gradient with self-scaling Variable Metric method is proposed for unconstrained optimization. This method is based on the inexact line searches and it is examined by using different nonlinear test functions with various dimensions.

Keywords

• non-linear optimization
• quadratic model
• new preconditioned extended conjugate gradient