Acta mathematica scientia,Series A ›› 2004, Vol. 4 ›› Issue (6): 675-682.

• Articles • Previous Articles     Next Articles

A Nonlinear Conjugate Gradient Method under Exact Line Search

 SHI Zhen-Jun   

  • Online:2004-12-25 Published:2004-12-25
  • Supported by:

    国家自然科学基金(10171054)、中国博士后基金和中科院王宽诚博士后基金(6765700)资助

Abstract:

The paper presents a nonlinear conjugate gradient method for unconstrained optimization problem, and proves its global convergence under exact line searches. The linear convergence rate is investigated when the objective function is uniformly convex. Numerical experiments show that the new algorithm is effective in practice.

Key words: Unconstrained optimization, Nonlinear conjugate gradient method, Exact line search, Convergence, Numerical experiment

CLC Number: 

  • 90C30
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