A class of nonmonotone conjugate gradient methods for nonconvex functions

DOI10.1007/S11766-002-0047-1MaRDI QIDQ698383zbMATH OpenOpenAlexFDO

Authors Yun Liu, Zengxin Wei

Publication date 4 March 2003

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-002-0047-1

zbMATH Keywords

global convergencenonmonotone conjugate gradient methodsunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Review text

The authors consider the global convergence of a class of nonmonotone conjugate gradient methods for unconstrained optimization problems \(\min_{x\in\mathbb{R}^n} f(x)\), where \(f(x)\) is a nonconvex function. The paper extends the results for convex functions to nonconvex functions. No numerical tests are given.

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Cites work

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Cited in

(6)

• An accelerated monotonic convergent algorithm for a class of non-Lipschitzian NCP\((F)\) involving an \(M\)-matrix
• On the pseudo-monotonicity of generalized gradients of nonconvex functions
• scientific article; zbMATH DE number 1354985 (Why is no real title available?)
• Two hybrid nonlinear conjugate gradient methods based on a modified secant equation
• On the existence of affine invariant descent directions
• Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems

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