Modification of nonlinear conjugate gradient method with weak Wolfe-Powell line search. (English) Zbl 1470.90158

Summary: Conjugate gradient (CG) method is used to find the optimum solution for the large scale unconstrained optimization problems. Based on its simple algorithm, low memory requirement, and the speed of obtaining the solution, this method is widely used in many fields, such as engineering, computer science, and medical science. In this paper, we modified CG method to achieve the global convergence with various line searches. In addition, it passes the sufficient descent condition without any line search. The numerical computations under weak Wolfe-Powell line search shows that the efficiency of the new method is superior to other conventional methods.


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


Full Text: DOI


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