There are eight different variants of CG in ` JETNET 3.0`.
Both standard CG (` MSTJN(5)` = ) (eq. ()) and
Scaled CG (` MSTJN(5)` = (eq. ()) come with the
four different options in eq. () for computing the
next search direction.
The CG parameters, which control the line search etc., are described in a
separate section below. The SCG parameters are ` PARJN(28)` and
` PARJN(29)`. They correspond to the step used in computing
the difference approximation ** s** in eq. () and to
the initial value used for , respectively. The default values
for these parameters usually work fine and the user should not need to
set any parameters when using SCG, although the algorithm is sometimes speeded
up by increasing ` PARJN(28)`.

The SCG runs best in combination with the Polak-Ribière formula
for computing the next search direction (` MSTJN(5)`=10). The CG
algorithm, with line search, runs best with the Polak-Ribière
(` MSTJN(5)`=4) or Hestenes-Stiefel (` MSTJN(5)`=5) formulas.
However, the Shanno formula is designed to always guarantee a descent
direction and is hence more robust (but slower).

Fri Feb 24 11:28:59 MET 1995