Convergence of conjugate gradient methods with constant stepsizes

doi:10.1080/10556781003721042

	Convergence of conjugate gradient methods with constant stepsizes
	Dai, Yu-Hong
	2011
发表期刊	OPTIMIZATION METHODS & SOFTWARE
ISSN	1055-6788
卷号	26 期号:6 页码:895-909
摘要	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.
关键词	unconstrained optimization nonconvex conjugate gradient method method of shortest residuals descent property global convergence
DOI	10.1080/10556781003721042
语种	英语
资助项目	Chinese NSF[10571171] ; Chinese NSF[10831006] ; CAS[kjcx-yw-s7-03] ; Alexander von Humboldt Foundation[CHN/1112740 STP]
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000299552900001
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13132
专题	计算数学与科学工程计算研究所
通讯作者	Dai, Yu-Hong
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
推荐引用方式 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.