An evaluation of reordering algorithms to reduce the computational cost of the incomplete Cholesky-conjugate gradient method

2017 ◽  
Vol 37 (3) ◽  
pp. 2965-3004 ◽  
Author(s):  
Sanderson L. Gonzaga de Oliveira ◽  
J. A. B. Bernardes ◽  
G. O. Chagas
Keyword(s):  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Computational Cost ◽  
Reordering Algorithms

scholarly journals Penalty Algorithm Based on Three-Term Conjugate Gradient Method for Unconstrained Optimization Portfolio Management Problems

2019 ◽  
pp. 1-13
Author(s):  
Samson Akinwale ◽  
O. O. Okundalaye
Keyword(s):  
Unconstrained Optimization ◽  
Conjugate Gradient Method ◽  
Portfolio Management ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Optimization Problems ◽  
Computational Cost ◽  
Gradient Methods ◽  
Unconstrained Optimization Problems ◽  
Management Problems

In a class of solving unconstrained optimization problems, the conjugate gradient method has been proved to be efficient by researchers' due to it's smaller storage requirements and computational cost. Then, a class of penalty algorithms based on three-term conjugate gradient methods was developed and extend to and solution of an unconstrained minimization portfolio management problems, where the objective function is a piecewise quadratic polynomial. By implementing the proposed algorithm to solve some selected unconstrained optimization problems, resulted in improvement in the total number of iterations and CPU time. It was shown that this algorithm is promising.

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