Analysis on an improved global convergence for a spectral conjugate gradient method

作者：Deng Songhai; Chen Xiaohong; Wan Zhong^*

来源：International Journal of Applied Mathematics and Statistics, 2013, 31(1): 20-26.

• Bench-mark problems
• Conjugate gradient
• Conjugate gradient algorithms
• Convergence results
• Global convergence
• Numerical experiments
• Unconstrained optimization

In this paper, we establish the theory of global convergence for a spectral conjugate gradient algorithm recently developed by Z. Wan etc. An assumption, that the inequalities 0 Tkgk-1 &le 2∥gk∥2are satisfied for any k, is first investigated by numerical experiments. It is shown that such assumption holds only for k large enough in solving some benchmark problems, not for all ones. Another contribution of this paper is to obtain the same convergence result under some weaker assumptions.

• 出版日期2013
• 单位中南大学