A new conjugate gradient method with guaranteed descent and an efficient line search

A new conjugate gradient method with guaranteed descent and an efficient line search
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DOI:
10.1137/030601880
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发表时间:
2005-01-01
影响因子:
3.1
通讯作者:
Zhang, HC
Zhang, HC
中科院分区:
数学2区
文献类型:
--
作者:
Hager, WW;Zhang, HC

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提出并分析了一种基于不精确直线搜索的非线性共轭梯度法及其实现方法。通过精确的直线搜索,我们的方法简化为Hestenes - Stiefel共轭梯度格式的非线性版本。对于任意(不精确)直线搜索,我们的方案满足下降条件g(k)(T) d(k)
A new nonlinear conjugate gradient method and an associated implementation, based on an inexact line search, are proposed and analyzed. With exact line search, our method reduces to a nonlinear version of the Hestenes - Stiefel conjugate gradient scheme. For any ( inexact) line search, our scheme satisfies the descent condition g(k)(T) d(k)