A nonlinear conjugate gradient method with a strong global convergence property

Authors
Citation
Yh. Dai et Y. Yuan, A nonlinear conjugate gradient method with a strong global convergence property, SIAM J OPTI, 10(1), 1999, pp. 177-182
Citations number
14
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
10
Issue
1
Year of publication
1999
Pages
177 - 182
Database
ISI
SICI code
1052-6234(19991129)10:1<177:ANCGMW>2.0.ZU;2-3
Abstract
Conjugate gradient methods are widely used for unconstrained optimization, especially large scale problems. The strong Wolfe conditions are usually us ed in the analyses and implementations of conjugate gradient methods. This paper presents a new version of the conjugate gradient method, which conver ges globally, provided the line search satisfies the standard Wolfe conditi ons. The conditions on the objective function are also weak, being similar to those required by the Zoutendijk condition.