A MODIFIED PROJECTED CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION PROBLEMS(SCI)
发布时间:2016-04-23
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所属单位:中南大学
发表刊物:ANZIAM JOURNAL
关键字:UNCONSTRAINED OPTIMIZATION; LINE SEARCH; ALGORITHMS; DIRECTION
摘要: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.
合写作者:Songhai Deng
第一作者:Shuai Huang
论文类型:基础研究
通讯作者:Zhong Wan
文献类型:J
卷号:54
期号:3
页面范围:143-152
是否译文:否
发表时间:2013-01-01
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