DocumentCode
2110174
Title
A globally convergent conjugate gradient algorithm
Author
Pytlak, R.
Author_Institution
Center for Process Syst. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
fYear
1993
fDate
15-17 Dec 1993
Firstpage
2890
Abstract
Presents a new family of conjugate gradient algorithms. This family originates in the algorithms provided by Wolfe and Lemarechal for nondifferentiable problems. It is shown that the Wolfe-Lemarechal algorithm is identical to the Fletcher-Reeves algorithm when the objective function is smooth and when line searches are exact. The convergence properties of the new algorithms are investigated. One of them is globally convergent under minimum requirements on the directional minimization
Keywords
conjugate gradient methods; convergence of numerical methods; minimisation; numerical analysis; Fletcher-Reeves algorithm; Wolfe-Lemarechal algorithm; convergence properties; directional minimization; global convergence; globally convergent conjugate gradient algorithm; nondifferentiable problems; objective function; Convergence; Educational institutions; Gradient methods; Minimization methods; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325726
Filename
325726
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