most recent 30 from http://mathoverflow.net 2013-05-23T18:55:20Z http://mathoverflow.net/feeds/question/22687 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/22687/nonlinear-conjugate-gradient-update-strategy-by-dai-and-yuan Katastrofa 2010-04-27T06:16:11Z 2010-04-27T06:16:11Z

<p>In Nocedal and Wright book "Numerical Optimization", they describe on page 123 (formula 5.49) an update strategy for the beta parameter in the nonlinear conjugate gradient optimization, which was proposed by Dai and Yuan (SIAM Journal on Optimization, 10 (1999), pp. 177-182). Nocedal and Wright say that this strategy when used from 2nd iteration onwards guarantees global convergence. However, they don't mention what should be done during the first iterations. Is my guess, that it doesn't really matter which strategy used initially, correct? </p>