Y. Liu and C. Storey, Efficient generalized conjugate gradient algorithms, part 1: theory, Journal of Optimization Theory and Applications, 69, 129--137}, 1991.

 

Abstract - The effect of inexact line search on conjugacy is studied in unconstrained optimization. A generalized conjugate gradient method based on this effect is proposed and shown to have global convergence for a twice continuously differentiable function with a bounded level set.