Convergence properties of the Beale-Powell restart algorithm (Q1286637)
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scientific article; zbMATH DE number 1281380
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| English | Convergence properties of the Beale-Powell restart algorithm |
scientific article; zbMATH DE number 1281380 |
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Convergence properties of the Beale-Powell restart algorithm (English)
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23 August 1999
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The authors give an example showing that the Beale-Powell restart algorithm [cf. \textit{E. M. L. Beale}, Numer. Math. non-lin. Optim., Conf., Univ. Dundee 1971, 39-43 (1972; Zbl 0279.65052) and \textit{M. J. D. Powell}, Math. Program. 12, 241-254 (1977; Zbl 0396.90072)] for large-scale unconstrained optimization may fail to converge. The global convergence of a slightly modified algorithm is proved.
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unconstrained optimization
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conjugate gradient
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linear search
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Beale-Powell restart algorithm
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large-scale unconstrained optimization
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global convergence
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0.7575864195823669
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0.7545729875564575
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