Algorithm 851

✍ Scribed by Hager, William W.; Zhang, Hongchao

• Book ID: 126778551
• Publisher: Association for Computing Machinery
• Year: 2006
• Tongue: English
• Weight: 271 KB
• Volume: 32
• Category: Article
• ISSN: 0098-3500
• DOI: 10.1145/1132973.1132979

✦ Synopsis

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.