Article ID: | iaor200962732 |
Country: | Singapore |
Volume: | 25 |
Issue: | 3 |
Start Page Number: | 411 |
End Page Number: | 420 |
Publication Date: | Jun 2008 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Chen Xiongda, Zhu Hui |
Keywords: | optimization |
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.