Abstract
We wish to examine the conjugate gradient and quasi-Newton minimization algorithms. A relation noted by Nazareth is extended to an algorithm in which conjugate gradient and quasi-Newton search directions occur together and which can be interpreted as a conjugate gradient algorithm with a changing metric.
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References
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Buckley, A. Extending the relationship between the conjugate gradient and BFGS algorithms. Mathematical Programming 15, 343–348 (1978). https://doi.org/10.1007/BF01609038
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DOI: https://doi.org/10.1007/BF01609038