A MODIFIED PROJECTED CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

Release time:2016-04-23

Affiliation of Author(s):Central South University

Journal:ANZIAM JOURNAL

Key Words:UNCONSTRAINED OPTIMIZATION; LINE SEARCH; ALGORITHMS; DIRECTION

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

First Author:Shuai Huang

Indexed by:Unit Twenty Basic Research

Correspondence Author:Zhong Wan

Document Type:J

Volume:54

Issue:3

Page Number:143-152

Translation or Not:no

Date of Publication:2013-01-01