Calculation formula of conjugate gradient method (Q2720056)
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scientific article; zbMATH DE number 1610545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation formula of conjugate gradient method |
scientific article; zbMATH DE number 1610545 |
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12 May 2002
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conjugate gradient method
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convergence
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conjugate direction algorithm
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Wolfe criterion
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unconstrained optimization
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numerical examples
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Calculation formula of conjugate gradient method (English)
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This paper presents an efficient conjugate direction algorithm. The new algorithm, in which the line search scheme must satisfy the Wolfe criterion, and different from the conjugate gradient algorithm, can be applied to the general unconstrained optimization. Convergence of the new algorithm is analyzed, and some numerical examples are given. The results show that the new algorithm converges more quickly than the \(FR\) algorithm.
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0.8559923768043518
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0.8525596261024475
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