Year: 2002
Author: Yu-Hong Dai, Ya-Xiang Yuan
Journal of Computational Mathematics, Vol. 20 (2002), Iss. 6 : pp. 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-Ribiére-Polyak conjugate gradient methods. That the condition cannot be relaxed in some sense is mentioned.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2002-JCM-8942
Journal of Computational Mathematics, Vol. 20 (2002), Iss. 6 : pp. 575–582
Published online: 2002-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: Unconstrained optimization Conjugate gradient Line search Global convergence.