The convergence properties of some new conjugate gradient methods (Q865594)

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scientific article; zbMATH DE number 5128319
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The convergence properties of some new conjugate gradient methods
scientific article; zbMATH DE number 5128319

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    The convergence properties of some new conjugate gradient methods (English)
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    19 February 2007
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    A new conjugate gradient formula \(\beta^*_k\) is given to compute the search directions for unconstrained optimization problems. General convergence results for the proposed formula with exact Wolfe-Powell line search and Grippo-Lucidi line search. Under these line searches and some assumptions, the global convergence properties of the given methods are discussed. The given formula \(\beta^*_k\geq 0\) has the similar form as \(\beta^{PRP}_k\). Some numerical results show that the proposed methods are efficient.
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    nonlinear optimization
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    conjugate gradient
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    exact line search
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    inexact line search
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    global convergence
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    unconstrained optimization problem
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    numerical results
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