A conjugate direction gradient method with reconnaissance steps for unconstrained minimization

DOI10.1016/0898-1221(88)90009-0MaRDI QIDQ1113622zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1988

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(88)90009-0

zbMATH Keywords

conjugate direction type gradient methodFletcher-Reeves methodglobal convergenceline searchesreconnaissance pointsRosenbrock test functionunconstrained minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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Cites work

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Cited in

(11)

• Spline and weighted random directions method for nonlinear optimization
• A convergent dynamic method for large minimization problems
• A derivative-based bracketing scheme for univariate minimization and the conjugate gradient method
• A direct search conjugate directions algorithm for unconstrained minimization
• The conjugate gradient method for unconstrained minimization
• A statistic method for the computation of the conjugate directions
• UNCONSTRAINED MINIMIZATION BY COMBINING THE DYNAMIC AND CONJUGATE GRADIENT METHODS
• scientific article; zbMATH DE number 3952511 (Why is no real title available?)
• scientific article; zbMATH DE number 3961356 (Why is no real title available?)
• scientific article; zbMATH DE number 3978844 (Why is no real title available?)
• scientific article; zbMATH DE number 494369 (Why is no real title available?)

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