Global convergence of a modified LS method

DOI10.1155/2012/910303MaRDI QIDQ1955336zbMATH OpenOpenAlexWikidataFDO

Authors Liu Jinkui, Du Xianglin

Publication date 11 June 2013

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2012/910303

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

Review text

Summary: The LS method is one of the effective conjugate gradient methods in solving the unconstrained optimization problems. The paper presents a modified LS method on the basis of the famous LS method and proves the strong global convergence for the uniformly convex functions and the global convergence for general functions under the strong Wolfe line search. The numerical experiments show that the modified LS method is very effective in practice.

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Cites work

• A descent nonlinear conjugate gradient method for large-scale unconstrained optimization
• Convergence Properties of Nonlinear Conjugate Gradient Methods
• Efficient generalized conjugate gradient algorithms. I: Theory
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• scientific article; zbMATH DE number 2063453 (Why is no real title available?)
• Testing Unconstrained Optimization Software

Cited in

(6)

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• Global convergence of a modified Liu-Storey conjugate gradient method
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Uses Software

• minpack

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