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http://dx.doi.org/10.14317/jami.2011.29.5_6.1303

GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

Liu, Jinkui (College of Mathematics and Statistics, Chongqing Three Gorges University)

Publication Information

Journal of applied mathematics & informatics / v.29, no.5_6, 2011 , pp. 1303-1309 More about this Journal

Abstract

Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

Keywords

Unconstrained optimization; Conjugate gradient method; PRP conjugate gradient method; Wolfe line search; Global convergence;

Citations & Related Records

Reference

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