Search

Abstract: In this paper, we consider the Polak–Ribière (or Polak–Ribière plus) conjugate gradient method for solving optimality condition of an unconstrained minimization problem. We give two new steplength rules only using gradient, and under gradient-Lipschitz assumption prove this method’s global convergence correspondingly. Then, we develop a practical Polak–Ribière plus method whose steplength is located by one inequality only using gradient, and report promising numerical results on high accuracy solution for some standard test problems when compared to the state-of-art methods in this research direction. Importantly, our work provides a new idea of devising a practical version of the celebrated Polak–Ribière (or Polak–Ribière plus) method. [Copyright &y& Elsevier]

Abstract: It is well-known that the PRP conjugate gradient method with exact line search is globally and linearly convergent. If a restart strategy is used, the convergence rate of the method can be an -step superlinear/quadratic convergence. Recently, Zhang et al. [L. Zhang, W. Zhou, D.H. Li, A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence, IMA J. Numer. Anal. 26 (2006) 629–640] developed a modified PRP (MPRP) method that is globally convergent if an inexact line search is used. In this paper, we investigate the convergence rate of the MPRP method with inexact line search. We first show that the MPRP method with Armijo line search or Wolfe line search is linearly convergent. We then show that the MPRP method with a restart strategy still retains -step superlinear/quadratic convergence if the initial steplength is appropriately chosen. We also do some numerical experiments. The results show that the restart MPRP method does converge quadratically. Moreover, it is more efficient than the non-restart method. [Copyright &y& Elsevier]