Software for Large-scale Unconstrained Optimization
CG+ is a Conjugate Gradient code for solving large-scale, unconstrained,
nonlinear optimization problems. CG+ implements three different versions
of the Conjugate Gradient method: the Fletcher-Reeves method, the Polak-Ribiere
method, and the positive Polak-Ribiere method (Beta always non-negative).
The code has been developed at the Optimization Center, a joint
venture of Argonne National Laboratory and Northwestern University.
The current release is version 1.1. The distribution file was
last changed on 04/17/00.
Downloading and Installing CG+
software is freely available for educational or commercial use, but we
expect that all publications describing work using this software quote
at least one of the references given below.
You are welcome to grab the full Unix distribution, containing source
code, makefile, and user guide.
CLICK HERE TO DOWNLOAD THE CG+
To install, first type
to produce a file CG+.1.1.tar. Then, type
tar -xvf CG+.1.1.tar
which creates a subdirectory CG+ and puts the source code, makefile and
user guide in that subdirectory.
Richard Waltz .
J. C. Gilbert and J. Nocedal. Global Convergence Properties of Conjugate
Gradient Methods for Optimization, (1992) SIAM J. on Optimization, 2, 1.