Title :
A modified Liu-Storey conjugate gradient method and its global convergence for unconstrained optimization
Author :
Duan, Fujian ; Sun, Zhongbo
Author_Institution :
Dept. of Comput. Sci. & Math., Guilin Univ. of Electron. Technol., Guilin, China
Abstract :
In this paper, a sufficient descent conjugate gradient method is proposed for solving unconstrained optimization problems and a new sufficient descent search direction is proposed. Similarly, this method can be generalized to other classical conjugate gradient methods. The theoretical analysis shows that the algorithm is global convergence under some suitable conditions. Numerical results show that this new modified algorithm is effective in unconstrained optimization problems.
Keywords :
conjugate gradient methods; convergence of numerical methods; optimisation; Liu-Storey conjugate gradient method; descent conjugate gradient method; descent search direction; unconstrained optimization problems; Algorithm design and analysis; Convergence; Educational institutions; Electronic mail; Equations; Gradient methods; Mathematics; Minimization methods; Optimization methods; Power engineering and energy; conjugate gradient method; sufficient descent direction; unconstrained optimization problems;
Conference_Titel :
Control and Decision Conference (CCDC), 2010 Chinese
Conference_Location :
Xuzhou
Print_ISBN :
978-1-4244-5181-4
Electronic_ISBN :
978-1-4244-5182-1
DOI :
10.1109/CCDC.2010.5498291
