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Convergence of conjugate gradient methods with constant stepsizes
Dai, Yu-Hong
2011
Source PublicationOPTIMIZATION METHODS & SOFTWARE
ISSN1055-6788
Volume26Issue:6Pages:895-909
AbstractWe study the convergence properties of several conjugate gradient methods for nonlinear optimization under the assumptions that the objective function is bounded below and its gradient is Lipschitz continuous. Specifically, we strengthen the existing convergence result of the Polak-Ribiere-Polyak method with constant stepsizes. For the method of shortest residuals, we establish global convergence of both the Fletcher-Reeves version and the Polak-Ribiere-Polyak version using constant stepsizes. A numerical example is also presented.
Keywordunconstrained optimization nonconvex conjugate gradient method method of shortest residuals descent property global convergence
DOI10.1080/10556781003721042
Language英语
Funding ProjectChinese NSF[10571171] ; Chinese NSF[10831006] ; CAS[kjcx-yw-s7-03] ; Alexander von Humboldt Foundation[CHN/1112740 STP]
WOS Research AreaComputer Science ; Operations Research & Management Science ; Mathematics
WOS SubjectComputer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000299552900001
PublisherTAYLOR & FRANCIS LTD
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13132
Collection计算数学与科学工程计算研究所
AffiliationChinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Dai, Yu-Hong. Convergence of conjugate gradient methods with constant stepsizes[J]. OPTIMIZATION METHODS & SOFTWARE,2011,26(6):895-909.
APA Dai, Yu-Hong.(2011).Convergence of conjugate gradient methods with constant stepsizes.OPTIMIZATION METHODS & SOFTWARE,26(6),895-909.
MLA Dai, Yu-Hong."Convergence of conjugate gradient methods with constant stepsizes".OPTIMIZATION METHODS & SOFTWARE 26.6(2011):895-909.
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