Dipartimento di Informatica e Sistemistica
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Detalles del recurso
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Dipartimento di Informatica e Sistemistica
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| Id. |
41565265 |
| Idioma |
inglés
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| Titulo |
Dipartimento di Informatica e Sistemistica |
| Autor(es) |
S. Lucidi,R. Giugno
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| Localización |
http://citeseer.ist.psu.edu/131168.html
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| Versión |
1.0 |
| Estado |
Final
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| Descripción |
In this paper we propose a new line search algorithm that ensures global convergence of the PolakRibi
`ere conjugate gradient method for the unconstrained minimization of nonconvex differentiable
functions. In particular, we show that every limit point produced by the Polak-Ribi`ere iteration is a
stationary point of the objective function. Moreover, we prove that, asymptotically, the first stationary
point along the search direction can be accepted and that, under strong convexity assumptions, the
known global convergence results can be reobtained as a special case. From a computational point of
view, we may expect that an algorithm incorporating the stepsize acceptance rules proposed here will
retain the same good features of the Polak-Ribi`ere method, while avoiding pathological situations.
1 Introduction
The objective of this paper is that of defining a new globally convergent implementation of the PolakRibi
`ere conjugate gradient method for the unconstrained minimization of a ...
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| Tipo |
ps
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| Palabras clave |
S. Lucidi,R. Giugno Dipartimento di Informatica e Sistemistica
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| Tipo de Interactividad |
Expositivo
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| Nivel de Interactividad |
muy bajo
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| Audiencia |
Estudiante
Profesor
Autor
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| Estructura |
Atomic |
| Coste |
no
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| Copyright |
sí
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unrestricted |
| Formatos |
ps
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| Requerimientos técnicos |
Browser: Any
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| Relación |
[IsBasedOn] ftp://151.100.16.20/pub/OR/lucidi/R08_95.ps.Z
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| Fecha de contribución |
31-mar-2009 |
| Contacto |
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