Title
A Modified Sufficient Descent Polak-Ribiére-Polyak Type Conjugate Gradient Method for Unconstrained Optimization Problems.
Abstract
In this paper, a modification to the Polak-Ribiere-Polyak (PRP) nonlinear conjugate gradient method is presented. The proposed method always generates a sufficient descent direction independent of the accuracy of the line search and the convexity of the objective function. Under appropriate conditions, the modified method is proved to possess global convergence under the Wolfe or Armijo-type line search. Moreover, the proposed methodology is adopted in the Hestenes-Stiefel (HS) and Liu-Storey (LS) methods. Extensive preliminary numerical experiments are used to illustrate the efficiency of the proposed method.
Year
DOI
Venue
2018
10.3390/a11090133
ALGORITHMS
Keywords
Field
DocType
unconstrained optimization,conjugate gradient method,sufficient descent,global convergence
Conjugate gradient method,Convergence (routing),Mathematical optimization,Convexity,Descent direction,Line search,Nonlinear conjugate gradient method,Optimization problem,Mathematics
Journal
Volume
Issue
ISSN
11
9
1999-4893
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Xiuyun Zheng1175.42
Jiarong Shi2707.00