1. New spectral PRP conjugate gradient method for unconstrained optimization
- Author
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Wan, Zhong, Yang, ZhanLu, and Wang, YaLin
- Subjects
- *
SPECTRAL theory , *CONSTRAINED optimization , *CONJUGATE gradient methods , *SEARCH algorithms , *ITERATIVE methods (Mathematics) , *GLOBAL analysis (Mathematics) , *STOCHASTIC convergence , *NUMERICAL analysis - Abstract
Abstract: 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. [ABSTRACT FROM AUTHOR]
- Published
- 2011
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