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A Modified Conjugacy Condition and Related Nonlinear Conjugate Gradient Method

Shengwei Yao, Xiwen Lu and Bin Qin

Mathematical Problems in Engineering, 2014, vol. 2014, 1-9

Abstract:

The conjugate gradient (CG) method has played a special role in solving large-scale nonlinear optimization problems due to the simplicity of their very low memory requirements. In this paper, we propose a new conjugacy condition which is similar to Dai-Liao (2001). Based on this condition, the related nonlinear conjugate gradient method is given. With some mild conditions, the given method is globally convergent under the strong Wolfe-Powell line search for general functions. The numerical experiments show that the proposed method is very robust and efficient.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:710376

DOI: 10.1155/2014/710376

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