A LOGARITHMIC CONJUGATE GRADIENT METHOD INVARIANT TO NONLINEAR SCALING

  • Moghrabi, I.A. (Department of Computer Science Faculty of Science, Beirut Arab University)
  • Published : 2004.12.25

Abstract

A Conjugate Gradiant (CG) method is proposed for unconstained optimization which is invariant to a nonlinear scaling of a strictly convex quadratic function. The technique has the same properties as the classical CG-method when applied to a quadratic function. The algorithm derived here is based on a logarithmic model and is compared to the standard CG method of Fletcher and Reeves [3]. Numerical results are encouraging and indicate that nonlinear scaling is promising and deserves further investigation.