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Acta Mathematica Vietnamica

CONVERGENCE OF A MODIFIED CONJUGATE DESCENT METHOD IN THE PRESENCE OF ERRORS

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Abstract

The conjugate gradient method is a useful method for solving large-scale minimization problems. Errors may arise because of inexact computation. In this paper we study the global convergence of a modified conjugate descent method with strong Wolfe line search in the presence of errors. Preliminary numerical experiments are given to show the efficiency and robustness of the method.