Global convergence of a modified HS conjugate gradient method under wolfe-type line search
Wang An-pin
Abstract
Wang An-pin
Abstract
A modified HS conjugate gradient method(WHS)was proposed.The method could generate sufficient descent direction for the objective function,at the same time the property was independent of the line search method used.Global convergence of new methods under Wolfe line search was proved.Numerical experiment results showed that the algorithm was effective.
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A modified HS conjugate gradient method(WHS)was proposed.The method could generate sufficient descent direction for the objective function,at the same time the property was independent of the line search method used.Global convergence of new methods under Wolfe line search was proved.Numerical experiment results showed that the algorithm was effective.
Key concepts: Conjugate gradient method, Line search, Nonlinear conjugate gradient method, Conjugate residual method, Convergence (economics), Gradient descent, Derivation of the conjugate gradient method, Descent (aeronautics)