• Title/Summary/Keyword: PRP conjugate gradient method

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GLOBAL CONVERGENCE OF A NEW SPECTRAL PRP CONJUGATE GRADIENT METHOD

  • Liu, Jinkui
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1303-1309
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    • 2011
  • 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.