Global Convergence of a Modified Spectral Conjugate Gradient Method
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...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/641276 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | 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. |
|---|---|
| ISSN: | 1110-757X 1687-0042 |