Convergence of Nonlinear Conjugate Gradient Methods

Convergence of Nonlinear Conjugate Gradient Methods

Year:    2001

Author:    Yu-Hong Dai

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 5 : pp. 539–548

Abstract

This paper proves that a simplified Armijo-type line search can ensure the global convergences of the Fletcher-Reeves method and the Polak-Ribiére-Polyak method for unconstrained optimization. Although it seems not possible to verify that the PRP method using the generalized Armijo line search converges globally for generally problems, it can be shown that in this case the PRP method always solves uniformly convex problems.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-9006

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 5 : pp. 539–548

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Unconstrained optimization Conjugate gradient (generalized) Line search Global convergence.

Author Details

Yu-Hong Dai