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New spectral PRP conjugate gradient method for unconstrained optimization

✍ Scribed by Zhong Wan; ZhanLu Yang; YaLin Wang

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
230 KB
Volume
24
Category
Article
ISSN
0893-9659

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✦ Synopsis

In this paper, a new spectral PRP conjugate gradient algorithm has been developed for solving unconstrained optimization problems, where the search direction was a kind of combination of the gradient and the obtained direction, and the steplength was obtained by the Wolfe-type inexact line search. It was proved that the search direction at each iteration is a descent direction of objective function. Under mild conditions, we have established the global convergence theorem of the proposed method. Numerical results showed that the algorithm is promising, particularly, compared with the existing several main methods.

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