• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.8 no.2
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• pp.15-21
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• 2004

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.