A conjugate direction gradient method with reconnaissance steps for unconstrained minimization (Q1113622): Difference between revisions
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Latest revision as of 11:24, 19 June 2024
scientific article
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English | A conjugate direction gradient method with reconnaissance steps for unconstrained minimization |
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A conjugate direction gradient method with reconnaissance steps for unconstrained minimization (English)
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1988
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A new conjugate direction type gradient method is proposed for solving an unconstrained minimization problem in \(R^ n\). At each iterate the algorithm generates n-1 ``reconnaissance points'' to gather more information about the behaviour of the minimized function and then executes n-1 line searches along directions generated which are shown to be conjugate in the quadratic case. A global convergence theorem is proved under assumption that all the reconnaissance points are contained in the initial level set and an additional condition is satisfied. A comparison with the Fletcher-Reeves method for the Rosenbrock test function is given.
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conjugate direction type gradient method
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unconstrained minimization
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reconnaissance points
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line searches
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global convergence
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Fletcher-Reeves method
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Rosenbrock test function
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