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A RESTARTING DIRECTION FOR THE CONJUGATE GRADIENT METHOD
作者姓名:孙麟平
作者单位:Department of
基金项目:The Project Supported by National Natural Foundation of China
摘    要:The main purpose of this paper is to provide a restarting direction for improving on the standard conjugate gradient method.If a drastic non-quadratic behaviour of the objective function is observed in the neighbour of xk,then a restart should be done.The scaling symmetric rank-one update with Davidon's optimal criterion is applied to generate the restarting direction.It is proved that the conjugate gradient method with this strategy retains the quadratic termination.Numerical experiments show that it is successful.


A RESTARTING DIRECTION FOR THE CONJUGATE GRADIENT METHOD
Sun Lin-ping.A RESTARTING DIRECTION FOR THE CONJUGATE GRADIENT METHOD[J].Numerical Mathematics A Journal of Chinese Universities English Series,1995(2).
Authors:Sun Lin-ping
Institution:Sun Lin-ping Department of Mathematics,Nanjing University,Nanjing 210093,PRC
Abstract:The main purpose of this paper is to provide a restarting direction for improving on the standard conjugate gradient method.If a drastic non-quadratic behaviour of the objective function is observed in the neighbour of xk,then a restart should be done.The scaling symmetric rank-one update with Davidon's optimal criterion is applied to generate the restarting direction.It is proved that the conjugate gradient method with this strategy retains the quadratic termination.Numerical experiments show that it is successful.
Keywords:Optimization  quasi-Newton  conjugate gradient  restart
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