Algorithm 851 论文
2006ACM Transactions on Mathematical Software引用 402
Advanced Optimization Algorithms ResearchIterative Methods for Nonlinear EquationsMatrix Theory and Algorithms
详细信息
- 发表期刊/会议
- ACM Transactions on Mathematical Software
- 发表日期
- 2006-03-01
- 发表年份
- 2006
关 键词
Advanced Optimization Algorithms ResearchIterative Methods for Nonlinear EquationsMatrix Theory and Algorithms
摘要
Recently, a new nonlinear conjugate gradient scheme was developed which satisfies the descent condition g T k d k ≤ −7/8 ‖ g k ‖ 2 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 given.