Global Convergence of a Modified Spectral Conjugate Gradient Method

Huabin Jiang, Songhai Deng, Xiaodong Zheng and Zhong Wan

Journal of Applied Mathematics, 2012, vol. 2012, issue 1

Abstract: A modified spectral PRP conjugate gradient method is presented for solving unconstrained optimization problems. The constructed search direction is proved to be a sufficiently descent direction of the objective function. With an Armijo‐type line search to determinate the step length, a new spectral PRP conjugate algorithm is developed. Under some mild conditions, the theory of global convergence is established. Numerical results demonstrate that this algorithm is promising, particularly, compared with the existing similar ones.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2012/641276

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:641276

Access Statistics for this article

More articles in Journal of Applied Mathematics from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().