The convergence of conjugate gradient method with nonmonotone line search (Q606706)

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scientific article; zbMATH DE number 5817276
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    The convergence of conjugate gradient method with nonmonotone line search
    scientific article; zbMATH DE number 5817276

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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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