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New properties of a nonlinear conjugate gradient method
Dai, YH
2001-07-01
Source PublicationNUMERISCHE MATHEMATIK
ISSN0029-599X
Volume89Issue:1Pages:83-98
AbstractThis 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.
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000170335100004
PublisherSPRINGER-VERLAG
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/16687
Collection计算数学与科学工程计算研究所
Corresponding AuthorDai, YH
AffiliationChinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
Recommended Citation
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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