Global convergence of a modified conjugate gradient method
Can Li, Ling Fang, Peng Lu
Abstract
Can Li, Ling Fang, Peng Lu
Abstract
In this paper, we are concerned with the conjugate gradient methods for solving unconstrained optimization problems. A modified conjugate gradient method is proposed in this paper for unconstrained optimization problems. The direction of the proposed method provides a descent direction for the objective function. Under mild conditions, we prove that the method with strong Wolfe line search is globally convergent.
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In this paper, we are concerned with the conjugate gradient methods for solving unconstrained optimization problems. A modified conjugate gradient method is proposed in this paper for unconstrained optimization problems. The direction of the proposed method provides a descent direction for the objective function. Under mild conditions, we prove that the method with strong Wolfe line search is globally convergent.
Key concepts: Conjugate gradient method, Nonlinear conjugate gradient method, Derivation of the conjugate gradient method, Gradient descent, Conjugate residual method, Convergence (economics), Gradient method, Descent (aeronautics)