Conjugate gradient methods form a class of iterative algorithms that are highly effective for solving large‐scale unconstrained optimisation problems.

Yu-hong Dai, Qin Ni, TESTING DIFFERENT CONJUGATE GRADIENT METHODS FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION, Journal of Computational Mathematics, Vol. 21, No. 3 (May 2003), pp. 311-320 ...

In this paper, a family of three-term conjugate gradient methods is proposed to solve a large-scale unconstrained optimization problem.

All optimization techniques in PROC NLMIXED use O(n2) memory except the conjugate gradient methods, which use only O(n) of memory and are designed to optimize problems with many parameters. Since the ...