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
Link To Document :
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