William W. Hager, Hongchao Zhang
Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition gTkdk ≤ −7/8 ‖gk‖2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large-scale unconstrained optimization are given.
ArticleRecently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition gTkdk ≤ −7/8 ‖gk‖2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large-scale unconstrained optimization are given.
William W. Hager, Hongchao Zhang, et al. " Algorithm 851: CG_DESCENT, a conjugate gradient method with guaranteed descent." ACM Transactions on Mathematical Software. doi:10.1145/1132973.1132979. Retrieved 02/28/2020 from researchcompendia.org/compendia/2013.290/
Compendium Type: Published Papers Primary Research Field: Computer and Information Sciences Secondary Research Field: Mathematics Content License: Public Domain Mark Code License: MIT License
created 12/12/2013
modified 01/16/2014
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