Global convergence of a modified spectral conjugate gradient method (Q411054): Difference between revisions
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English | Global convergence of a modified spectral conjugate gradient method |
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Global convergence of a modified spectral conjugate gradient method (English)
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4 April 2012
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Summary: 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.
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