A modified PRP conjugate gradient method

被引：74

作者：

Yuan, Gonglin ^{[1
,2
]}

Lu, Xiwen ^{[1
]}

机构：

[1] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Guangxi, Peoples R China

[2] E China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China

来源：

ANNALS OF OPERATIONS RESEARCH | 2009年 / 166卷 / 01期

关键词：

Line search; Unconstrained optimization; Conjugate gradient method; Global convergence; R-linear convergence; CONVERGENCE PROPERTIES; GLOBAL CONVERGENCE; MINIMIZATION;

D O I：

10.1007/s10479-008-0420-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper gives a modified PRP method which possesses the global convergence of nonconvex function and the R-linear convergence rate of uniformly convex function. Furthermore, the presented method has sufficiently descent property and characteristic of automatically being in a trust region without carrying out any line search technique. Numerical results indicate that the new method is interesting for the given test problems.

引用

页码：73 / 90

页数：18

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