Algorithm 851 : CG-DESCENT, a conjugate gradient method with guaranteed descent

Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition g T k d k ≤ −7/8 ‖ g k ‖ 2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numeri...

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Bibliographic Details
Published in:ACM transactions on mathematical software 2006-03, Vol.32 (1), p.113-137
Main Authors: HAGER, William W, HONGCHAO ZHANG
Format: Article
Language:English
Subjects:
Algorithmics. Computability. Computer arithmetics
Algorithms
Applied sciences
Computer science
control theory
systems
Exact sciences and technology
Linear equations
Mathematical analysis
Software
Studies
Theoretical computing
Citations: Items that this one cites
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Summary:Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition g T k d k ≤ −7/8 ‖ g k ‖ 2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large-scale unconstrained optimization are given.
ISSN:0098-3500
1557-7295
DOI:10.1145/1132973.1132979