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A modified descent Polak-Ribiére-Polyak conjugate gradient method with global convergence property for nonconvex functions. (English) Zbl 1415.90147

Summary: Following the modification scheme of X. L. Dong et al. [J. Comput. Appl. Math. 281, 239–249 (2015; Zbl 1309.65074)] made on the Hestenes-Stiefel method, we suggest a modified Polak-Ribiére-Polyak technique which satisfies the sufficient descent condition. We show that the method is globally convergent with the Wolfe line search conditions as well as the backtracking Armijo-type line search strategy proposed by Grippo and Lucidi, without convexity assumption on the objective function. Numerical experiments on some test functions of the CUTEr collection show that the method performs promisingly.

MSC:

90C53 Methods of quasi-Newton type
65K05 Numerical mathematical programming methods

Citations:

Zbl 1309.65074

Software:

CG_DESCENT; CUTEr
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Full Text: DOI

References:

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