Convergence properties of Beale-Powell restart algorithm

被引:33
作者
Dai, YH [1 ]
Yuan, YX [1 ]
机构
[1] Chinese Acad Sci, ICMSEC, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
来源
SCIENCE IN CHINA SERIES A-MATHEMATICS | 1998年 / 41卷 / 11期
关键词
unconstrained optimization; conjugate gradient; restart; line search; global convergence;
D O I
10.1007/BF02871976
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The Beale-Powell restart algorithm is highly useful for large-scale unconstrained optimization. An example is taken to show that the algorithm may fail to converge. The global convergence of a slightly modified algorithm is proved.
引用
收藏
页码:1142 / 1150
页数:9
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