Global Convergence of a Nonlinear Conjugate Gradient Method

Liu Jin-kui, Zou Li-min and Song Xiao-qian

Mathematical Problems in Engineering, 2011, vol. 2011, 1-22

Abstract:

A modified PRP nonlinear conjugate gradient method to solve unconstrained optimization problems is proposed. The important property of the proposed method is that the sufficient descent property is guaranteed independent of any line search. By the use of the Wolfe line search, the global convergence of the proposed method is established for nonconvex minimization. Numerical results show that the proposed method is effective and promising by comparing with the VPRP, CG-DESCENT, and DL + methods.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:463087

DOI: 10.1155/2011/463087

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