Penalty Algorithm Based on Three-Term Conjugate Gradient Method for Unconstrained Optimization Portfolio Management Problems
Samson Akinwale & O. O. Okundalaye · Journal of Advances in Mathematics and Computer Science · 2019
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 met...