| Article ID: | iaor19921898 |
| Country: | United Kingdom |
| Volume: | 18 |
| Issue: | 1/3 |
| Start Page Number: | 5 |
| End Page Number: | 21 |
| Publication Date: | Nov 1991 |
| Journal: | Engineering Optimization |
| Authors: | Gilbert J.C., |
| Keywords: | programming: nonlinear |
This paper recalls some basic concepts of unconstrained optimization techniques and reviews some useful methods for solving large-scale problems: conjugate gradient methods without critical line-searches, limited memory quasi-Newton methods and the partitioned quasi-Newton method. It discusses their efficiency, their convergence properties and their respective advantages and disadvantages.