Applied Mathematics and Optimization, Vol.43, No.2, 117-128, 2001
A spectral conjugate gradient method for unconstrained optimization
A family of scaled conjugate gradient algorithms for large-scale unconstrained minimization is defined. The Ferry, the Polak-Ribiere and the Fletcher-Reeves formulae are compared using a spectral scaling derived from Raydan's spectral gradient optimization method. The best combination of formula, scaling and initial choice of step-length is compared against well known algorithms using a classical set of problems. An additional comparison involving an ill-conditioned estimation problem in Optics is presented.