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Efficient generalized conjugate gradient algorithms, part 1: Theory

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Abstract

The effect of inexact line search on conjugacy is studied in unconstrained optimization. A generalized conjugate gradient method based on this effect is proposed and shown to have global convergence for a twice continuously differentiable function with a bounded level set.

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Authors and Affiliations

  1. Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire, England

    Y. Liu (Visiting Scholar) & C. Storey (Professor)

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  1. Y. Liu
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  2. C. Storey
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Communicated by L. C. W. Dixon

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Liu, Y., Storey, C. Efficient generalized conjugate gradient algorithms, part 1: Theory. J Optim Theory Appl 69, 129–137 (1991). https://doi.org/10.1007/BF00940464

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  • DOI: https://doi.org/10.1007/BF00940464

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