Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1056.90130
Yabe, Hiroshi; Takano, Masahiro
Global convergence properties of nonlinear conjugate gradient methods with modified secant condition. (English)
[J] Comput. Optim. Appl. 28, No. 2, 203-225 (2004). ISSN 0926-6003; ISSN 1573-2894/e

Summary: Conjugate gradient methods are appealing for large scale nonlinear optimization problems. Recently, expecting the fast convergence of the methods, Dai and Liao (2001) used secant condition of quasi-Newton methods. In this paper, we make use of modified secant condition given by Zhang et al. (1999) and Zhang and Xu (2001) and propose a new conjugate gradient method following to Dai and Liao (2001). It is new features that this method takes both available gradient and function value information and achieves a high-order accuracy in approximating the second-order curvature of the objective function. The method is shown to be globally convergent under some assumptions. Numerical results are reported.

MSC 2000:: *90C30 Nonlinear programming
90C52 Methods of reduced gradient type

Keywords: unconstrained optimization; conjugate gradient method; line search; global convergence; modified secant condition

Cited in: Zbl 1181.90221

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]