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A note on the nonlinear conjugate gradient method
Dai, YH; Yuan, YX
2002-11-01
Source PublicationJOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
Volume20Issue:6Pages:575-582
AbstractThe conjugate gradient method for unconstrained optimization problems varies with a scalar. In this note, a general condition concerning the scalar is given, which ensures the global convergence of the method in the case of strong Wolfe line searches. It is also discussed how to use the result to obtain the convergence of the famous Fletcher-Reeves, and Polak-Ribiere-Polyak conjugate gradient methods. That the condition cannot be relaxed in some sense is mentioned.
Keywordunconstrained optimization conjugate gradient line search global convergence
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000179620000002
PublisherVSP BV
Citation statistics
Cited Times:11[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/17870
Collection计算数学与科学工程计算研究所
AffiliationChinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comput, State Key Lab Sci & Engn Comput, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Dai, YH,Yuan, YX. A note on the nonlinear conjugate gradient method[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2002,20(6):575-582.
APA Dai, YH,&Yuan, YX.(2002).A note on the nonlinear conjugate gradient method.JOURNAL OF COMPUTATIONAL MATHEMATICS,20(6),575-582.
MLA Dai, YH,et al."A note on the nonlinear conjugate gradient method".JOURNAL OF COMPUTATIONAL MATHEMATICS 20.6(2002):575-582.
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