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Latest revision as of 23:38, 2 July 2024

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A note on convergence of PRP method with new nonmonotone line search
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    A note on convergence of PRP method with new nonmonotone line search (English)
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    25 June 2010
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    \textit{Z.-J. Shi} and \textit{J. Shen} [Appl. Math. Comput. 181, No.~1, 423--431 (2006; Zbl 1155.65352)] added a local Lipschitz constant in the step length at each iteration in their proposed Grippo-Lucidi-type step length rule of the PRP conjugate gradient method in solving an unconstrained optimization problem. The authors show that such constant can be dropped without destroying the convergence analysis.
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    PRP conjugate gradient method
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    Grippo-Lucidi-type step length rule
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    convergence
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    nonmonotone line search
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    unconstrained optimization
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