New conjugacy conditions and related nonlinear conjugate gradient methods

Authors
Citation
Yh. Dai et Lz. Liao, New conjugacy conditions and related nonlinear conjugate gradient methods, APPL MATH O, 43(1), 2001, pp. 87-101
Citations number
12
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
43
Issue
1
Year of publication
2001
Pages
87 - 101
Database
ISI
SICI code
0095-4616(200101/02)43:1<87:NCCARN>2.0.ZU;2-I
Abstract
Conjugate gradient methods are a class of important methods for unconstrain ed optimization, especially when the dimension is large. This paper propose s a new conjugacy condition, which considers an inexact line search scheme but reduces to the old one if the line search is exact. Based on the new co njugacy condition, two nonlinear conjugate gradient methods are constructed . Convergence analysis for the two methods is provided. Our numerical resul ts show that one of the methods is very efficient for the given test proble ms.