Algorithm 851: CG_DESCENT, a conjugate gradient method with guaranteed descent

Volume: 32, Issue: 1, Pages: 113 - 137
Published: Mar 1, 2006
Abstract
Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition gTkdk ≤ −7/8 VgkV2 and which is globally convergent whenever the line search fulfills the Wolfe conditions. This article studies the convergence behavior of the algorithm; extensive numerical tests and comparisons with other methods for large-scale unconstrained optimization are...
Paper Details
Title
Algorithm 851: CG_DESCENT, a conjugate gradient method with guaranteed descent
Published Date
Mar 1, 2006
Volume
32
Issue
1
Pages
113 - 137
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