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Reports Year : 1990

Global convergence properties of conjugate gradient methods for optimization

Jean Charles Gilbert
J. Nocedal
  • Function : Author

Abstract

We study the convergence of nonlinear conjugate gradient methods without restarts and with practical line searches. The analysis covers two classes of methods that are globally convergent on smooth, non convex functions. Some properties of the Fletcher-Reeves method play an important role in the first family, whereas the second family shares an important property with the Polak-Ribiere method. Numerical experiments are presented.

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Other [cs.OH]
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Dates and versions

inria-00075291 , version 1 (24-05-2006)

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  • HAL Id : inria-00075291 , version 1

Cite

Jean Charles Gilbert, J. Nocedal. Global convergence properties of conjugate gradient methods for optimization. RR-1268, INRIA. 1990. ⟨inria-00075291⟩
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