A global convergence of LS-CD hybrid conjugate gradient method (Q2248683)

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A global convergence of LS-CD hybrid conjugate gradient method
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    A global convergence of LS-CD hybrid conjugate gradient method (English)
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    27 June 2014
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    Summary: The conjugate gradient method is one of the most effective algorithms for solving unconstrained optimization problem. In this paper, a modified conjugate gradient method is presented and analyzed which is a hybridization of known least squares (LS) and conjugate direction (CD) conjugate gradient algorithms. Under some mild conditions, the Wolfe-type line search can guarantee the global convergence of the LS-CD method. The numerical results show that the algorithm is efficient.
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    conjugate gradient method
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    algorithm
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    unconstrained optimization problem
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    least squares
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    conjugate direction
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    Wolfe-type line search
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    global convergence
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    numerical results
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