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A Conjugate Gradient Formula Generated by PRP and HS Formulas
Author(s): CHEN Cui-ling, ZHAO Yan
Pages: 14-
19
Year: 2008
Issue:
1
Journal: GUANGXI SCIENCES
Keyword: unconstrained optimization; conjugate gradient method; Wolfe Powell conditions; global convergence;
Abstract: With the similarity of the form between PRP and HS for mulas which have the same numerator and different denominators,and proper combining and composing,a new conjugate gradient formula is obtained.The present method based on this for mula possesses a sufficient descent property with the strong Wolfe Powell line search.Under some suitable assumptions and the weak WolfePowell line search,the global convergence result is established.The preliminary numerical results show that the proposed method is efficient.
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