KMS Of Academy of mathematics and systems sciences, CAS
| Convergence of conjugate gradient methods with constant stepsizes | |
Dai, Yu-Hong
| |
| 2011 | |
| Source Publication | OPTIMIZATION METHODS & SOFTWARE
 |
| ISSN | 1055-6788 |
| Volume | 26Issue:6Pages:895-909 |
| Abstract | We 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. |
| Keyword | unconstrained optimization nonconvex conjugate gradient method method of shortest residuals descent property global convergence |
| DOI | 10.1080/10556781003721042 |
| Language | 英语 |
| Funding Project | Chinese NSF[10571171] ; Chinese NSF[10831006] ; CAS[kjcx-yw-s7-03] ; Alexander von Humboldt Foundation[CHN/1112740 STP] |
| WOS Research Area | Computer Science ; Operations Research & Management Science ; Mathematics |
| WOS Subject | Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000299552900001 |
| Publisher | TAYLOR & FRANCIS LTD |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/13132 |
| Collection | 计算数学与科学工程计算研究所 |
| Corresponding Author | Dai, Yu-Hong |
| Affiliation | Chinese 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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