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A class of globally convergent conjugate gradient methods
Dai, YH; Yuan, YX
2003-03-01
Source PublicationSCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN1006-9283
Volume46Issue:2Pages:251-261
AbstractConjugate gradient methods are very important ones for solving nonlinear optimization problems, especially for large scale problems. However, unlike quasi-Newton methods, conjugate gradient methods were usually analyzed individually. In this paper, we propose a class of conjugate gradient methods, which can be regarded as some kind of convex combination of the Fletcher-Reeves method and the method proposed by Dai et al. To analyze this class of methods, we introduce some unified tools that concern a general method with the scalar beta(k) having the form of phi(k)/phi(k-1). Consequently, the class of conjugate gradient methods can uniformly be analyzed.
Keywordunconstrained optimization conjugate gradient line search global convergence
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000181672500012
PublisherSCIENCE CHINA PRESS
Citation statistics
Cited Times:14[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/18701
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 Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Dai, YH,Yuan, YX. A class of globally convergent conjugate gradient methods[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2003,46(2):251-261.
APA Dai, YH,&Yuan, YX.(2003).A class of globally convergent conjugate gradient methods.SCIENCE IN CHINA SERIES A-MATHEMATICS,46(2),251-261.
MLA Dai, YH,et al."A class of globally convergent conjugate gradient methods".SCIENCE IN CHINA SERIES A-MATHEMATICS 46.2(2003):251-261.
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