Globally linearly convergent nonlinear conjugate gradients without Wolfe line search

Arnold Neumaier, Morteza Kimiaei, Behzad Azmi

Publications: Contribution to journalArticlePeer Reviewed

Abstract

This paper introduces a new nonlinear conjugate gradient method using any efficient line search method. Unless function values diverge to $-\infty$, global convergence to a stationary point is proved for continuously differentiable objective functions with Lipschitz continuous gradient, and global linear convergence if this stationary point is a strong local minimizer. Complexity bounds are given for the number of function evaluations for approximating a stationary point.
Original languageEnglish
JournalNumerical Algorithms
Publication statusPublished - 9 Feb 2024

Austrian Fields of Science 2012

  • 101016 Optimisation
  • 101014 Numerical mathematics

Cite this