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The global convergence of a new mixed conjugate gradient method for unconstrained optimization. (English) Zbl 1268.65086

Summary: We propose and generalize a new nonlinear conjugate gradient method for unconstrained optimization. The global convergence is proved with the Wolfe line search. Numerical experiments are reported which support the theoretical analyses and show the presented methods outperforming CGDESCENT method.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming

Software:

CG_DESCENT; GALAHAD
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Full Text: DOI

References:

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