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inria-00075291, version 1

Global convergence properties of conjugate gradient methods for optimization

Jean Charles Gilbert () 1, J. Nocedal

N° RR-1268 (1990)

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.

  • 1:  INRIA Rocquencourt (INRIA Rocquencourt)
  • INRIA
  • Domain : Computer Science/Other
  • Internal note : RR-1268
  • Comment : Projet PROMATH
 
  • inria-00075291, version 1
  • oai:hal.inria.fr:inria-00075291
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  • Submitted on: Wednesday, 24 May 2006 17:53:12
  • Updated on: Wednesday, 31 May 2006 14:24:35