Global Convergence of a Modified Spectral Conjugate Gradient Method

Release time:2016-04-23

Affiliation of Author(s):Central South University

Journal:JOURNAL OF APPLIED MATHEMATICS

Funded by:National Natural Science Foundation of China71071162 70921001

Abstract:A modified spectral PRP conjugate gradient method is presented for solving unconstrained optimization problems. The constructed search direction is proved to be a sufficiently descent direction of the objective function. With an Armijo-type line search to determinate the step length, a new spectral PRP conjugate algorithm is developed. Under some mild conditions, the theory of global convergence is established. Numerical results demonstrate that this algorithm is promising, particularly, compared with the existing similar ones.

Co-author:Songhai Deng, Xiaodong Zheng

First Author:Huabin Jiang

Indexed by:Unit Twenty Basic Research

Correspondence Author:Zhong Wan

Document Type:J

ISSN No.:1110-757X

Translation or Not:no

Date of Publication:2012-01-01