Journal of inequalities and applications | |
Three modified Polak-Ribière-Polyak conjugate gradient methods with sufficient descent property | |
Min Sun1  | |
关键词: conjugate gradient method; sufficient descent property; global convergence; | |
DOI : 10.1186/s13660-015-0649-9 | |
学科分类:数学(综合) | |
来源: SpringerOpen | |
【 摘 要 】
In this paper, three modified Polak-Ribière-Polyak (PRP) conjugate gradient methods for unconstrained optimization are proposed. They are based on the two-term PRP method proposed by Cheng (Numer. Funct. Anal. Optim. 28:1217-1230, 2007), the three-term PRP method proposed by Zhang et al. (IMA J. Numer. Anal. 26:629-640, 2006), and the descent PRP method proposed by Yu et al. (Optim. Methods Softw. 23:275-293, 2008). These modified methods possess the sufficient descent property without any line searches. Moreover, if the exact line search is used, they reduce to the classical PRP method. Under standard assumptions, we show that these three methods converge globally with a Wolfe line search. We also report some numerical results to show the efficiency of the proposed methods.
【 授权许可】
CC BY
【 预 览 】
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