New conjugacy conditions and related nonlinear conjugate gradient methods
Dai, YH; Liao, LZ
AbstractConjugate gradient methods are a class of important methods for unconstrained optimization, especially when the dimension is large. This paper proposes a new conjugacy condition, which considers an inexact line search scheme but reduces to the old one if the line search is exact. Based on the new conjugacy condition, two nonlinear conjugate gradient methods are constructed. Convergence analysis for the two methods is provided. Our numerical results show that one of the methods is very efficient for the given test problems.
Keywordunconstrained optimization conjugate gradient line search global convergence
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000166125000005
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Document Type期刊论文
Corresponding AuthorDai, YH
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
2.Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China
Recommended Citation
GB/T 7714
Dai, YH,Liao, LZ. New conjugacy conditions and related nonlinear conjugate gradient methods[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2001,43(1):87-101.
APA Dai, YH,&Liao, LZ.(2001).New conjugacy conditions and related nonlinear conjugate gradient methods.APPLIED MATHEMATICS AND OPTIMIZATION,43(1),87-101.
MLA Dai, YH,et al."New conjugacy conditions and related nonlinear conjugate gradient methods".APPLIED MATHEMATICS AND OPTIMIZATION 43.1(2001):87-101.
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