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CG Global Convergence Properties with Goldstein Linesearch*

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Abstract.

This paper explores the convergence of nonlinear conjugate gradient methods with Goldstein line search without regular restarts. Under this line search, global convergence for a subsequence is given for the famous conjugate gradient methods, Fletcher-Reeves method. The same result can be obtained for Polak-Ribiére-Polyak method and others.

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Authors and Affiliations

  1. Supercomputing Center, Computer Network Information Center and Institute of Software, CAS, Beijing 100080

    Jian Wang

  2. Graduate School of CAS, Beijing 100039

    Jian Wang

  3. Supercomputing Center, Computer Network Information Center CAS, Beijing 100080

    Xuebin Chi

Authors
  1. Jian Wang
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  2. Xuebin Chi
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Corresponding author

Correspondence to Jian Wang.

Additional information

*This work was partially supported by National Hitech Program (863,2002AA104540) and National Natural Science Foundation of China (No.60373060).

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Wang, J., Chi, X. CG Global Convergence Properties with Goldstein Linesearch*. Bull Braz Math Soc, New Series 36, 197–204 (2005). https://doi.org/10.1007/s00574-005-0036-0

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  • DOI: https://doi.org/10.1007/s00574-005-0036-0

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