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Global Convergence Of A Special Case Of The Dai–Yuan Family Without Line Search

Author

Listed:
  • HUI ZHU

    (Department of Mathematics, Tongji University, China)

  • XIONGDA CHEN

    (Department of Mathematics, Tongji University, China)

Abstract

Conjugate gradient methods are efficient to minimize differentiable objective functions in large dimension spaces. Recently, Dai and Yuan introduced a tree-parameter family of nonlinear conjugate gradient methods and show their convergence. However, line search strategies usually bring computational burden. To overcome this problem, in this paper, we study the global convergence of a special case of three-parameter family(the CD-DY family) in which the line search procedures are replaced by fixed formulae of stepsize.

Suggested Citation

  • Hui Zhu & Xiongda Chen, 2008. "Global Convergence Of A Special Case Of The Dai–Yuan Family Without Line Search," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 25(03), pages 411-420.
    • Handle: RePEc:wsi:apjorx:v:25:y:2008:i:03:n:s0217595908001663
    DOI: 10.1142/S0217595908001663
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