ttcg

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) doi:10.1016/j.amc.2012.11.097, Andrei, N. (2013) doi:10.1016/j.cam.2012.10.002, and Andrei, N (2015) doi:10.1007/s11075-014-9845-9. Line search is done by a hybrid algorithm incorporating the ideas in Oliveia and Takahashi (2020) doi:10.1145/3423597 and More and Thuente (1994) doi:10.1145/192115.192132.

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