An eigenvalue study on the sufficient descent property of a modified Polak-Ribière-Polyak conjugate gradient method (Q464539)
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scientific article; zbMATH DE number 6361992
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| English | An eigenvalue study on the sufficient descent property of a modified Polak-Ribière-Polyak conjugate gradient method |
scientific article; zbMATH DE number 6361992 |
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An eigenvalue study on the sufficient descent property of a modified Polak-Ribière-Polyak conjugate gradient method (English)
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27 October 2014
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The author presents an eigenvalue study on the sufficient descent property of the modified Polak-Ribière-Polyak conjugate gradient (CG) method proposed by \textit{G. Yu} et al. [J. Ind. Manag. Optim. 4, No. 3, 565--579 (2008; Zbl 1168.65030)]. The new simple proof nicely demonstrates the importance of the condition \(C>\frac{1}{4}\) used in the modified form of the CG parameter.
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unconstrained optimization
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conjugate gradient algorithm
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sufficient descent condition
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eigenvalue
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0.8331088423728943
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0.8298740983009338
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0.8232690095901489
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0.8198662996292114
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0.8170247077941895
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