A class of conjugate gradient algorithm with sufficient descent property

XU Xiao-guang; WANG Kai-rong

doi:10.3969/j.issn.1000-5641.2017.02.006

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XU Xiao-guang, WANG Kai-rong. A class of conjugate gradient algorithm with sufficient descent property[J]. Journal of East China Normal University (Natural Sciences), 2017, (2): 44-51, 60. doi: 10.3969/j.issn.1000-5641.2017.02.006

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XU Xiao-guang, WANG Kai-rong. A class of conjugate gradient algorithm with sufficient descent property[J]. Journal of East China Normal University (Natural Sciences), 2017, (2): 44-51, 60. doi: 10.3969/j.issn.1000-5641.2017.02.006

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A class of conjugate gradient algorithm with sufficient descent property

doi: 10.3969/j.issn.1000-5641.2017.02.006

XU Xiao-guang,
WANG Kai-rong^,

College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China

Received Date: 2016-05-16
Publish Date: 2017-03-25

Abstract

Abstract

On the basis of some famous conjugate gradient algorithms, a class of new nonlinear conjugate gradient algorithm is proposed for solving unconstrained optimization problems, which can generate sufficient descent directions at each iteration regardless of any line search. Under the Wolfe line searches, the global convergence of the proposed algorithm is proved. Numerical experiment results show that the proposed method is promising.
- conjugate gradient algorithm,
- sufficient descent property,
- global convergence,
- Wolfe line search

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References(17)

References

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