Three-Term Conjugate Gradient for Unconstrained Optimization
Description
Some accelerated three-term conjugate gradient algorithms implemented purely in R with the same user interface as optim(). The search directions and acceleration scheme are described in Andrei, N. (2013) , Andrei, N. (2013) , and Andrei, N (2015) . Line search is done by a hybrid algorithm incorporating the ideas in Oliveia and Takahashi (2020) and More and Thuente (1994) .