Modification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient method

DOI10.1007/S10957-006-9123-7MaRDI QIDQ933809zbMATH OpenOpenAlexFDO

Authors Paul Armand

Publication date 25 July 2008

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-006-9123-7

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

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Cites work

• scientific article; zbMATH DE number 1186890 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1159286 (Why is no real title available?)
• scientific article; zbMATH DE number 1874108 (Why is no real title available?)
• A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property
• A globally convergent version of the Polak-Ribière conjugate gradient method
• A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• An efficient line search for nonlinear least squares
• CUTEr and SifDec
• Convergence Properties of Nonlinear Conjugate Gradient Methods
• Convergence conditions, line search algorithms and trust region implementations for the Polak–Ribière conjugate gradient method
• Convergence properties of the Fletcher-Reeves method
• Function minimization by conjugate gradients
• Global Convergence Properties of Conjugate Gradient Methods for Optimization
• Line search algorithms with guaranteed sufficient decrease
• Numerical Optimization
• The conjugate gradient method in extremal problems

Cited in

(4)

• Modifications of the Wolfe line search rules to satisfy second-order optimality conditions in unconstrained optimization
• Parallel two-phase methods for global optimization on GPU
• The safeguarded cubic interpolation method for computing a point satisfying the Wolfe conditions.
• A Mathematical and Computational Proposal for the Development of Tight-Binding Order-N Density Matrix Methodology

Describes a project that uses

Uses Software

• Algorithm 500
• SIFDecode
• CUTEr

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