Calculation formula of conjugate gradient method

MaRDI QIDQ2720056zbMATH OpenFDO

Authors Huiqing Xie

Publication date 12 May 2002

Published in Journal of Nanjing University of Aeronautics and Astronautics (Search for Journal in Brave)

zbMATH Keywords

conjugate direction algorithmconjugate gradient methodconvergencenumerical examplesunconstrained optimizationWolfe criterion

Mathematics Subject Classification ID

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

Review text

This paper presents an efficient conjugate direction algorithm. The new algorithm, in which the line search scheme must satisfy the Wolfe criterion, and different from the conjugate gradient algorithm, can be applied to the general unconstrained optimization. Convergence of the new algorithm is analyzed, and some numerical examples are given. The results show that the new algorithm converges more quickly than the \(FR\) algorithm.

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Cited in

(1)

• Differentiating through conjugate gradient

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