Two Modified Polak-Ribire-Polyak-Type Nonlinear Conjugate Methods with Sufficient Descent Property

被引:6
作者
Dai, Zhifeng [1 ]
机构
[1] Changsha Univ Sci & Technol, Coll Math & Computat Sci, Changsha 410114, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
Conjugate gradient method; Global convergence; R-linear convergence; Sufficient descent property; Unconstrained optimization; GRADIENT METHOD; UNCONSTRAINED OPTIMIZATION; GLOBAL CONVERGENCE; DAI-YUAN; ALGORITHM;
D O I
10.1080/01630563.2010.498597
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we propose a new conjugate gradient type formula for computing unconstrained optimization problems. Its form is similar to the original PRP formula and it inherits all nice properties of the PRP method. By utilizing the technique of the three-term PRP method in Zhang [20] and modified PRP method in Yu [17], we propose two modified methods of the new formula. The two modified methods all can generate sufficient descent directions which is independent of the line search used. Under some mild conditions, the global convergence and the linearly convergent rate of the two modified methods are established. The numerical results show that the proposed methods are efficient.
引用
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页码:892 / 906
页数:15
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