A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems (Q295480)

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scientific article; zbMATH DE number 6592847
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    A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems
    scientific article; zbMATH DE number 6592847

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      A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems (English)
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      13 June 2016
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      The authors propose a modified Polak-Ribi\(\grave{e}\)re-Polyak conjugate gradient algorithm with a nonmonotone line search technique for nonsmooth convex minimization and derive the global convergence of the method under suitable conditions. Some preliminary numerical results are provided to compare the proposed method with three other methods.
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      nonsmooth convex minimization
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      conjugate gradient
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      nonmonotone technique
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      global convergence
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      algorithm
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      numerical result
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