A MODIFIED PRP CONJUGATE GRADIENT ALGORITHM WITH TRUST REGION FOR OPTIMIZATION PROBLEMS

被引：7
作者：
Li, Xiangrong [2 ]
Ruan, Qingsong [1 ]
机构：
[1] Tongji Univ, Sch Econ & Management, Dept Econ & Finance, Shanghai 200092, Peoples R China
[2] Guangxi Univ, Coll Math & Informat Sci, Nanning, Guangxi, Peoples R China
来源：
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2011年 / 32卷 / 05期
关键词：
Conjugate gradient; Global convergence; Line search; Search direction; Trust region; LINE SEARCH METHODS; GLOBAL CONVERGENCE; BFGS METHOD; DESCENT; MINIMIZATION;
D O I：
10.1080/01630563.2011.554948
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, a modified PRP algorithm is presented for unconstrained optimization problems. This method possesses sufficiently descent property and the proposed direction is in a trust region. The global convergence and the linear convergence rate of the given method are established under weaker conditions. Numerical results show that the presented method is effective.
引用
收藏
页码：496 / 506
页数：11
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