A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property

  • Authors:
  • Y. H. Dai;Y. Yuan

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1999

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Abstract

Conjugate gradient methods are widely used for unconstrained optimization, especially large scale problems. The strong Wolfe conditions are usually used in the analyses and implementations of conjugate gradient methods. This paper presents a new version of the conjugate gradient method, which converges globally, provided the line search satisfies the standard Wolfe conditions. The conditions on the objective function are also weak, being similar to those required by the Zoutendijk condition.