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Diphofu, T.
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A MODIFIED NONLINEAR CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION AND PORTFOLIO SELECTION PROBLEMS
by
Diphofu
, T.
,
Kaelo
,
Tufa, A.R
Published 2023
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Related Subjects
Conjugate gradient
Conjugate gradient method
Conjugate-gradient method
Finding solutions
Global conver-gence
Nonlinear conjugate gradient algorithms
Nonlinear programming
Numerical methods
Portfolio selection
Portfolio selection problems
Strong wolfe line search
Unconstrained optimization
Wolfe line searches
global convergence
portfolio selection
strong Wolfe line search
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