On the convergence of conjugate gradient algorithms
R. Pytlak · IMA Journal of Numerical Analysis · 1994
In this paper we present a new family of conjugate gradient algorithms. This family originates in the algorithms provided by Wolfe and Lemaréchal for non-differentiable problems. It is shown that the Wolfe-Lemaréchal algorithm is identical to the Fletcher-Reeves algorithm when the objective function is smooth and when line searches are exact. The convergence properties of the new algorithms are investigated. One of them is globally convergent under minimum requirements on the directional minimization.