A NEW PROOF FOR THE SUFFICIENT DESCENT CONDITION OF ANDREI'S SCALED CONJUGATE GRADIENT ALGORITHMS

被引：0
|
作者：
Babaie-Kafaki, Saman [1 ,2 ]
机构：
[1] Semnan Univ, Fac Math Stat & Comp Sci, Dept Math, Semnan, Iran
[2] Inst Res Fundamental Sci IPM, Sch Math, Tehran, Iran
来源：
PACIFIC JOURNAL OF OPTIMIZATION | 2013年 / 9卷 / 01期
关键词：
unconstrained optimization; large-scale optimization; conjugate gradient algorithm; BFGS update; eigenvalue; sufficient descent condition;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Based on an eigenvalue study, we show that the search directions of Andrei's scaled nonlinear conjugate gradient algorithms satisfy the important sufficient descent condition.
引用
收藏
页码：23 / 28
页数：6
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