CONVERGENCE PROPERTIES OF A CORRELATIVE POLAK-RIBIERE CONJUGATE GRADIENT METHOD

  • Hu Guofang (Institute of Operations Research, Qufu Normal University) ;
  • Qu Biao (Institute of Operations Research, Qufu Normal University)
  • Published : 2006.09.01

Abstract

In this paper, an algorithm with a new Armijo-type line search is proposed that ensure global convergence of a correlative Polak-Ribiere conjugate method for the unconstrained minimization of non-convex differentiable function.

Keywords