Abstract
Descent property and global convergence proofs are given for a new hybrid conjugate gradient algorithm. Computational results for this algorithm are also given and compared with those of the Fletcher-Reeves method and the Polak-Ribière method, showing a considerable improvement over the latter two methods. We also give new criteria for restarting conjugate gradient algorithms that prove to be computationally very efficient. These criteria provide a descent property and global convergence for any conjugate gradient algorithm using a nonnegative update β.
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Communicated by L. C. W. Dixon
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Touati-Ahmed, D., Storey, C. Efficient hybrid conjugate gradient techniques. J Optim Theory Appl 64, 379–397 (1990). https://doi.org/10.1007/BF00939455
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DOI: https://doi.org/10.1007/BF00939455