Some sufficient descent conjugate gradient methods and their global convergence

被引：11

作者：

Li, Min ^{[1
]}

Qu, Aiping ^{[2
]}

机构：

[1] Huaihua Univ, Dept Math & Appl Math, Huaihua 418008, Hunan, Peoples R China

[2] Wuhan Univ, Sch Comp, Wuhan 430072, Peoples R China

来源：

COMPUTATIONAL & APPLIED MATHEMATICS | 2014年 / 33卷 / 02期

关键词：

Nonlinear conjugate gradient method; Sufficient descent property; Global convergence; UNCONSTRAINED OPTIMIZATION PROBLEMS; FLETCHER-REEVES METHOD; LINE SEARCH; GUARANTEED DESCENT; ASCENT METHODS; MINIMIZATION; PROPERTY;

D O I：

10.1007/s40314-013-0064-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Modified Hestense-Stiefel, Polak-RibiSre-Polyak and Liu-Storey conjugate gradient methods are developed using some new techniques. The proposed methods can generate sufficient descent directions without any line search. Under some conditions, global convergence results of the methods are established when the Wolfe or Armijo line search is used. Moreover, the -linear convergence rate of the methods are analyzed. Numerical comparisons are given with some existing conjugate gradient methods using the unconstrained optimization problems in the CUTEr library.

引用

页码：333 / 347

页数：15

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