抄録
Conjugate gradient methods are widely used f or solving large-scale unconstrained optimization problems because they do not need the storage of matrices. In this paper, we propose a general form of three-term conjugate gradient methods which always generate a sufficient descent direction. We give a sufficient condition for the global convergence of the proposed method. Moreover, we present a specific three-term conjugate gradient method based on the multistep quasi-Newton method. Finally, some numerical results of the proposed method are given.
本文言語 | English |
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ページ(範囲) | 212-230 |
ページ数 | 19 |
ジャーナル | SIAM Journal on Optimization |
巻 | 21 |
号 | 1 |
DOI | |
出版ステータス | Published - 2011 |
外部発表 | はい |
ASJC Scopus subject areas
- ソフトウェア
- 理論的コンピュータサイエンス