IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v136y2008i1d10.1007_s10957-007-9306-x.html
   My bibliography  Save this article

Convergence of Conjugate Gradient Methods with a Closed-Form Stepsize Formula

Author

Listed:
  • C. Labat

    (Institut de Recherche en Communications et Cybernétique de Nantes)

  • J. Idier

    (Institut de Recherche en Communications et Cybernétique de Nantes)

Abstract

Conjugate gradient methods are efficient methods for minimizing differentiable objective functions in large dimension spaces. However, converging line search strategies are usually not easy to choose, nor to implement. Sun and colleagues (Ann. Oper. Res. 103:161–173, 2001; J. Comput. Appl. Math. 146:37–45, 2002) introduced a simple stepsize formula. However, the associated convergence domain happens to be overrestrictive, since it precludes the optimal stepsize in the convex quadratic case. Here, we identify this stepsize formula with one iteration of the Weiszfeld algorithm in the scalar case. More generally, we propose to make use of a finite number of iterates of such an algorithm to compute the stepsize. In this framework, we establish a new convergence domain, that incorporates the optimal stepsize in the convex quadratic case.

Suggested Citation

  • C. Labat & J. Idier, 2008. "Convergence of Conjugate Gradient Methods with a Closed-Form Stepsize Formula," Journal of Optimization Theory and Applications, Springer, vol. 136(1), pages 43-60, January.
    • Handle: RePEc:spr:joptap:v:136:y:2008:i:1:d:10.1007_s10957-007-9306-x
    DOI: 10.1007/s10957-007-9306-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-007-9306-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-007-9306-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jie Sun & Jiapu Zhang, 2001. "Global Convergence of Conjugate Gradient Methods without Line Search," Annals of Operations Research, Springer, vol. 103(1), pages 161-173, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Shao-Jian Qu & Mark Goh & Xiujie Zhang, 2011. "A new hybrid method for nonlinear complementarity problems," Computational Optimization and Applications, Springer, vol. 49(3), pages 493-520, July.
    2. Yi-gui Ou & Guan-shu Wang, 2012. "A hybrid ODE-based method for unconstrained optimization problems," Computational Optimization and Applications, Springer, vol. 53(1), pages 249-270, September.
    3. Sun, Jie & Yang, Xiaoqi & Chen, Xiongda, 2005. "Quadratic cost flow and the conjugate gradient method," European Journal of Operational Research, Elsevier, vol. 164(1), pages 104-114, July.
    4. Gonglin Yuan & Xiwen Lu, 2009. "A modified PRP conjugate gradient method," Annals of Operations Research, Springer, vol. 166(1), pages 73-90, February.
    5. Rivaie, Mohd & Mamat, Mustafa & Abashar, Abdelrhaman, 2015. "A new class of nonlinear conjugate gradient coefficients with exact and inexact line searches," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 1152-1163.
    6. Shi, Zhen-Jun & Shen, Jie, 2007. "Convergence of Liu-Storey conjugate gradient method," European Journal of Operational Research, Elsevier, vol. 182(2), pages 552-560, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:136:y:2008:i:1:d:10.1007_s10957-007-9306-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.