A new DL-type conjugate gradient method for nonconvex unconstrained optimization problems. (Chinese. English summary) Zbl 1274.90375

Summary: A new DL-type conjugate gradient method is proposed for solving nonconvex unconstrained optimization problems. Different from the existent ones, a new modified Armijo-type line search rule is constructed to give both the steplength and the conjugated parameter being used to determine a search direction in the mean time at each iteration. Under weak conditions, the global convergence of the developed algorithm is established. Numerical experiments show the efficiency of the algorithm, particularly in comparison with the similar ones available in literature.


90C30 Nonlinear programming
90C52 Methods of reduced gradient type