×

zbMATH — the first resource for mathematics

A descent modified Polak-Ribière-Polyak conjugate gradient method and its global convergence. (English) Zbl 1106.65056
The authors study conjugate gradient methods to solve an unconstraint optimization problem. They begin by describing the main principles of conjugate gradient approaches and in particular the Polak-Ribière-Polyak (PRP) method. In the second section they propose a modified PRP method which is described in detail. The third and fourth sections look into the convergence properties of the proposed algorithm and at the results of computational experimentation using this modified PRP conjugate gradient method.

MSC:
65K05 Numerical mathematical programming methods
90C52 Methods of reduced gradient type
65F10 Iterative numerical methods for linear systems
Software:
L-BFGS; CUTEr
PDF BibTeX XML Cite
Full Text: DOI