EFFICIENT GENERALIZED CONJUGATE-GRADIENT ALGORITHMS, .1. THEORY

被引：439
作者：
LIU, Y
STOREY, C
机构：
[1] Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 69卷 / 01期
关键词：
UNCONSTRAINED OPTIMIZATION; HYBRID AND RESTART CONJUGATE GRADIENT METHODS; INEXACT LINE SEARCH;
D O I：
10.1007/BF00940464
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：129 / 137
页数：9
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