A MODIFIED NONLINEAR CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION AND PORTFOLIO SELECTION PROBLEMS
Conjugate gradient methods play a vital role in finding solutions of large-scale optimization problems due to their simplicity to implement, low memory requirements and as well as their convergence properties. In this paper, we propose a new conjugate gradient method that has a direction satisfying...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2023
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |