Acta mathematica scientia,Series B ›› 1998, Vol. 18 ›› Issue (1): 11-16.

• Articles • Previous Articles     Next Articles

CONVERGENCE ANALYSIS ON A CLASS OF CONJUGATE GRADIENT METHODS WITHOUT SUFFICIENT DECREASE CONDITION

Liu Gnanghui1, Han Jiye1, Qi Honduo1, Xu Zhongling2   

  1. 1. Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China;
    2. Committee of National Natural Science Foundation of China. Beijing 100045. China
  • Received:1995-03-10 Revised:1996-06-07 Online:1998-03-25 Published:1998-03-25
  • Supported by:
    This work is supported by the National Natural Science Foundation

Abstract: Recently, Gilbert and Nocedal[3] investigated global convergence of conjugate gradient methods related to Polak-Ribiere formular, they restricted βK to non-negative value.[5] discussed the same problem as that in[3] and relaxed oh to be negative with the objective function being convex. This paper allows βK to be selected in a wider range than[5]. Especially, the global convergence of the corresponding algorithm without sufficient decrease condition is proved.

Key words: Polak-Ribière conjugate gradient method, strong Wolfe line search, global convergence

Trendmd