Title of article
New spectral PRP conjugate gradient method for unconstrained optimization
Author/Authors
Wan ، نويسنده , , Zhong and Yang، نويسنده , , ZhanLu and Wang، نويسنده , , YaLin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
7
From page
16
To page
22
Abstract
In this paper, a new spectral PRP conjugate gradient algorithm has been developed for solving unconstrained optimization problems, where the search direction was a kind of combination of the gradient and the obtained direction, and the steplength was obtained by the Wolfe-type inexact line search. It was proved that the search direction at each iteration is a descent direction of objective function. Under mild conditions, we have established the global convergence theorem of the proposed method. Numerical results showed that the algorithm is promising, particularly, compared with the existing several main methods.
Keywords
Conjugate Gradient , Convergence , Inexact line search , Unconstrained optimization , Descent algorithm
Journal title
Applied Mathematics Letters
Serial Year
2011
Journal title
Applied Mathematics Letters
Record number
1527494
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