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Yuan, Gonglin; Lu, Xiwen

A modified PRP conjugate gradient method. (English) Zbl 1163.90798

Ann. Oper. Res. 166, 73-90 (2009).
Summary: This paper gives a modified PRP method which possesses the global convergence of nonconvex function and the R-linear convergence rate of uniformly convex function. Furthermore, the presented method has sufficiently descent property and characteristic of automatically being in a trust region without carrying out any line search technique. Numerical results indicate that the new method is interesting for the given test problems.

Cited in 35 Documents

MSC:

90C52 Methods of reduced gradient type

Keywords:

line search; unconstrained optimization; conjugate gradient method; global convergence; R-linear convergence

Software:

CUTEr; SifDec; minpack
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\textit{G. Yuan} and \textit{X. Lu}, Ann. Oper. Res. 166, 73--90 (2009; Zbl 1163.90798)
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References:

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