Efficient generalized conjugate gradient algorithms,part 1: Theory |
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| Authors: | Y. Liu C. Storey |
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| Affiliation: | (1) Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire, England |
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| Abstract: | ![]()
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. |
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| Keywords: | Unconstrained optimization hybrid and restart conjugate gradient methods inexact line search |
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