A note on the global convergence theorem of the scaled conjugate gradient algorithms proposed by Andrei

被引:13
|
作者
Babaie-Kafaki, Saman [1 ]
机构
[1] Semnan Univ, Dept Math, Fac Math Stat & Comp Sci, Semnan, Iran
关键词
Scaled conjugate gradient algorithm; Sufficient descent condition; Line search; Global convergence;
D O I
10.1007/s10589-011-9413-3
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
In (Andrei, Comput. Optim. Appl. 38:402-416, 2007), the efficient scaled conjugate gradient algorithm SCALCG is proposed for solving unconstrained optimization problems. However, due to a wrong inequality used in (Andrei, Comput. Optim. Appl. 38:402-416, 2007) to show the sufficient descent property for the search directions of SCALCG, the proof of Theorem 2, the global convergence theorem of SCALCG, is incorrect. Here, in order to complete the proof of Theorem 2 in (Andrei, Comput. Optim. Appl. 38:402-416, 2007), we show that the search directions of SCALCG satisfy the sufficient descent condition. It is remarkable that the convergence analyses in (Andrei, Optim. Methods Softw. 22:561-571, 2007; Eur. J. Oper. Res. 204:410-420, 2010) should be revised similarly.
引用
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页码:409 / 414
页数:6
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