Efficient generalized conjugate gradient algorithms. I: Theory (Q915657)
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| English | Efficient generalized conjugate gradient algorithms. I: Theory |
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Efficient generalized conjugate gradient algorithms. I: Theory (English)
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1991
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The effect of inexact line search on conjugacy is studied in unconstrained optimization. A generalized conjugate gradient method based on this effect is proposed and shown to have global convergence for a twice continuously differentiable function with a bounded level set. For part II see [\textit{Y. F. Hu} and second author, J. Optim. Theory Appl. 69, No. 1, 139--152 (1991; Zbl 0724.90068)].
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inexact line search
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conjugacy
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unconstrained optimization
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generalized conjugate gradient method
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global convergence
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