On the convergence of conjugate gradient algorithms. (English) Zbl 0830.65052

Pytlak, R.

IMA J. Numer. Anal. 14, No. 3, 443-460 (1994).

A new conjugate gradient approach is proposed. This approach is an out- growth of the Wolfe-Lemarechal methods for non-differentiable problems. Some theoretical convergence results are provided and results of preliminary computational experiments (on small problems) are given.

Reviewer: T.F.Coleman (Ithaca)

MSC:

65K05	Numerical mathematical programming methods
90C06	Large-scale problems in mathematical programming

Keywords:

unconstrained minimization; conjugate gradient algorithms; numerical examples; Wolfe-Lemarechal methods; convergence