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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 |
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container_title | ACM transactions on mathematical software |
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creator | HAGER, William W 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. |
doi_str_mv | 10.1145/1132973.1132979 |
format | article |
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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.</description><identifier>ISSN: 0098-3500</identifier><identifier>EISSN: 1557-7295</identifier><identifier>DOI: 10.1145/1132973.1132979</identifier><identifier>CODEN: ACMSCU</identifier><language>eng</language><publisher>New York, NY: Association for Computing Machinery</publisher><subject>Algorithmics. Computability. Computer arithmetics ; Algorithms ; Applied sciences ; Computer science; control theory; systems ; Exact sciences and technology ; Linear equations ; Mathematical analysis ; Software ; Studies ; Theoretical computing</subject><ispartof>ACM transactions on mathematical software, 2006-03, Vol.32 (1), p.113-137</ispartof><rights>2006 INIST-CNRS</rights><rights>Copyright Association for Computing Machinery Mar 2006</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c252t-15e959a64b6d7ad3e1acc6c7f0b6594df0bc5adb9286c237a933beee0509283a3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27923,27924</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=17849169$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>HAGER, William W</creatorcontrib><creatorcontrib>HONGCHAO ZHANG</creatorcontrib><title>Algorithm 851 : CG-DESCENT, a conjugate gradient method with guaranteed descent</title><title>ACM transactions on mathematical software</title><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.</description><subject>Algorithmics. Computability. Computer arithmetics</subject><subject>Algorithms</subject><subject>Applied sciences</subject><subject>Computer science; control theory; systems</subject><subject>Exact sciences and technology</subject><subject>Linear equations</subject><subject>Mathematical analysis</subject><subject>Software</subject><subject>Studies</subject><subject>Theoretical computing</subject><issn>0098-3500</issn><issn>1557-7295</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2006</creationdate><recordtype>article</recordtype><recordid>eNpFkN1LwzAUxYMoOKfPvgbBN-vy0SSNb6POKQz34Hwut0nadWztTFrE_97ICj794N5zzuUehG4peaQ0FTNKOdOKP56oz9CECqESxbQ4RxNCdJZwQcglugphRwhhVNEJWs_3deebfnvAmaD4CefL5HnxkS_eNw8YsOna3VBD73DtwTau7fHB9dvO4u_owfUAHtreOYutCyaur9FFBfvgbkZO0efLYpO_Jqv18i2frxLDBOsTKpwWGmRaSqvAckfBGGlURUopdGojjQBbapZJw7gCzXnpnCOCxBEHPkV3p9yj774GF_pi1w2-jScLxgSRUoksimYnkfFdCN5VxdE3B_A_BSXFX2nFWNpIHR33YywEA_sqfmea8G9TWaqp1PwXW21pmw</recordid><startdate>20060301</startdate><enddate>20060301</enddate><creator>HAGER, William W</creator><creator>HONGCHAO ZHANG</creator><general>Association for Computing Machinery</general><scope>IQODW</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>JQ2</scope></search><sort><creationdate>20060301</creationdate><title>Algorithm 851 : CG-DESCENT, a conjugate gradient method with guaranteed descent</title><author>HAGER, William W ; HONGCHAO ZHANG</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c252t-15e959a64b6d7ad3e1acc6c7f0b6594df0bc5adb9286c237a933beee0509283a3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2006</creationdate><topic>Algorithmics. Computability. Computer arithmetics</topic><topic>Algorithms</topic><topic>Applied sciences</topic><topic>Computer science; control theory; systems</topic><topic>Exact sciences and technology</topic><topic>Linear equations</topic><topic>Mathematical analysis</topic><topic>Software</topic><topic>Studies</topic><topic>Theoretical computing</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>HAGER, William W</creatorcontrib><creatorcontrib>HONGCHAO ZHANG</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>ProQuest Computer Science Collection</collection><jtitle>ACM transactions on mathematical software</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>HAGER, William W</au><au>HONGCHAO ZHANG</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Algorithm 851 : CG-DESCENT, a conjugate gradient method with guaranteed descent</atitle><jtitle>ACM transactions on mathematical software</jtitle><date>2006-03-01</date><risdate>2006</risdate><volume>32</volume><issue>1</issue><spage>113</spage><epage>137</epage><pages>113-137</pages><issn>0098-3500</issn><eissn>1557-7295</eissn><coden>ACMSCU</coden><abstract>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.</abstract><cop>New York, NY</cop><pub>Association for Computing Machinery</pub><doi>10.1145/1132973.1132979</doi><tpages>25</tpages></addata></record> |
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identifier | ISSN: 0098-3500 |
ispartof | ACM transactions on mathematical software, 2006-03, Vol.32 (1), p.113-137 |
issn | 0098-3500 1557-7295 |
language | eng |
recordid | cdi_proquest_journals_225066758 |
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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