KMS Of Academy of mathematics and systems sciences, CAS
New properties of a nonlinear conjugate gradient method | |
Dai, YH | |
2001-07-01 | |
发表期刊 | NUMERISCHE MATHEMATIK |
ISSN | 0029-599X |
卷号 | 89期号:1页码:83-98 |
摘要 | This paper provides several new properties of the nonlinear conjugate gradient method in [5]. Firstly, the method is proved to have a certain self-adjusting property that is independent of the line search and the function convexity. Secondly, under mild assumptions on the objective function, the method is shown to be globally convergent with a variety of line searches. Thirdly, we find that instead of the negative gradient direction, the search direction defined by the nonlinear conjugate gradient method in [5] can be used to restart any optimization method while guaranteeing the global convergence of the method. Some numerical results are also presented. |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
WOS记录号 | WOS:000170335100004 |
出版者 | SPRINGER-VERLAG |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/16687 |
专题 | 计算数学与科学工程计算研究所 |
通讯作者 | Dai, YH |
作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Dai, YH. New properties of a nonlinear conjugate gradient method[J]. NUMERISCHE MATHEMATIK,2001,89(1):83-98. |
APA | Dai, YH.(2001).New properties of a nonlinear conjugate gradient method.NUMERISCHE MATHEMATIK,89(1),83-98. |
MLA | Dai, YH."New properties of a nonlinear conjugate gradient method".NUMERISCHE MATHEMATIK 89.1(2001):83-98. |
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