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A Nonlinear Conjugate Gradient Algorithm with An Optimal Property and An Improved Wolfe Line Search
conjugate gradient method memoryless BFGS method unconstrained optimization global convergence Wolfe line search
2012/8/10
In this paper, we seek the conjugate gradient direction closest to the direction of the
scaled memoryless BFGS method and propose a family of conjugate gradient methods for
unconstrained optimizatio...
A NEW SUFFICIENT CONDITION FOR THE CONVERGENCE OF THE DFP ALGORITHM WITH WOLFE LINE SEARCH
Global convergence DFP algorithm Wolfe
2007/8/7
The DFP algorithm is one of the mest famous numerical algorithms for unconstrained optimization.It is an open problem whether DFP algorithm with inexact line searches is globally convergent. In this p...