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Global convergence result for conjugate gradient methods

Authors:

Y F Hu C Storey

Institution:

1. Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire, England

Abstract:

Conjugate gradient optimization algorithms depend on the search directions,

$\begin{gathered} s^{(1)} = - g^{(1)} , \hfill \\ s^{(k + 1)} = - g^{(k + 1)} + \beta ^{(k)} s^{(k)} ,k \geqslant 1, \hfill \\ \end{gathered}$

Keywords:	Conjugate gradient algorithms global convergence
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