New spectral PRP conjugate gradient method for unconstrained optimization. (English) Zbl 1208.49039

Summary: A new spectral PRP conjugate gradient algorithm is developed for solving unconstrained optimization problems, where the search direction is a kind of combination of the gradient and the obtained direction, and the steplength is obtained by the Wolfe-type inexact line search. It is proved that the search direction at each iteration is a descent direction of the objective function. Under mild conditions, we establish a global convergence theorem of the proposed method. Numerical results show that the algorithm is promising, compared with existing methods.


49M37 Numerical methods based on nonlinear programming
90C52 Methods of reduced gradient type
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