Title :
A globally convergent conjugate gradient algorithm
Author_Institution :
Center for Process Syst. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
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;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325726
