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).