A note on the nonlinear conjugate gradient method

被引：0
|
作者：
Dai, YH [1 ]
Yuan, YX [1 ]
机构：
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comput, State Key Lab Sci & Engn Comput, Beijing 100080, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2002年 / 20卷 / 06期
关键词：
unconstrained optimization; conjugate gradient; line search; global convergence;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：575 / 582
页数：8
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