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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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Published in:ACM transactions on mathematical software 2006-03, Vol.32 (1), p.113-137
Main Authors: HAGER, William W, HONGCHAO ZHANG
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HONGCHAO ZHANG
description 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.
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source Association for Computing Machinery:Jisc Collections:ACM OPEN Journals 2023-2025 (reading list)
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
title Algorithm 851 : CG-DESCENT, a conjugate gradient method with guaranteed descent
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