The convergence of conjugate gradient method with nonmonotone line search (Q606706)
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English | The convergence of conjugate gradient method with nonmonotone line search |
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The convergence of conjugate gradient method with nonmonotone line search (English)
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18 November 2010
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The authors propose a new nonmonotone line search for Liu-Storey conjugate gradient method for unconstrained minimization problems of the form \[ \min f(x),\quad x\in\mathbb{R}^n. \] Numerical experiments are given and show that the new approach is effective in practical computation.
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unconstrained optimization
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conjugate gradient method
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global convergence
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