Global Convergence of a Nonlinear Conjugate Gradient Method
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...
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Published in | Mathematical Problems in Engineering Vol. 2011; no. 2011; pp. 1 - 22 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Cairo, Egypt
Hindawi Limiteds
01.01.2011
Hindawi Puplishing Corporation Hindawi Publishing Corporation |
Online Access | Get full text |
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Summary: | 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. |
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ISSN: | 1024-123X 1563-5147 |
DOI: | 10.1155/2011/463087 |