KMS Of Academy of mathematics and systems sciences, CAS
A note on the nonlinear conjugate gradient method | |
Dai, YH![]() ![]() | |
2002-11-01 | |
Source Publication | JOURNAL OF COMPUTATIONAL MATHEMATICS
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ISSN | 0254-9409 |
Volume | 20Issue:6Pages:575-582 |
Abstract | The 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. |
Keyword | unconstrained optimization conjugate gradient line search global convergence |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied ; Mathematics |
WOS ID | WOS:000179620000002 |
Publisher | VSP BV |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/17870 |
Collection | 计算数学与科学工程计算研究所 |
Affiliation | Chinese 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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