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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