A three-parameter family of nonlinear conjugate gradient methods

Authors
Citation
Yh. Dai et Y. Yuan, A three-parameter family of nonlinear conjugate gradient methods, MATH COMPUT, 70(235), 2001, pp. 1155-1167
Citations number
30
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF COMPUTATION
ISSN journal
00255718 → ACNP
Volume
70
Issue
235
Year of publication
2001
Pages
1155 - 1167
Database
ISI
SICI code
0025-5718(2001)70:235<1155:ATFONC>2.0.ZU;2-T
Abstract
In this paper, we propose a three-parameter family of conjugate gradient me thods for unconstrained optimization. The three-parameter family of methods not only includes the already existing six practical nonlinear conjugate g radient methods, but subsumes some other families of nonlinear conjugate gr adient methods as its subfamilies. With Powell's restart criterion, the thr ee-parameter family of methods with the strong Wolfe line search is shown t o ensure the descent property of each search direction. Some general conver gence results are also established for the three-parameter family of method s. This paper can also be regarded as a brief review on nonlinear conjugate gradient methods.