Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization

<p>Abstract</p> <p>In this paper, an efficient modified nonlinear conjugate gradient method for solving unconstrained optimization problems is proposed. An attractive property of the modified method is that the generated direction in each step is always descending without any line...

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Main Authors: Liu Jinkui, Wang Shaoheng
Format: Article
Language:English
Published: SpringerOpen 2011-01-01
Series:Journal of Inequalities and Applications
Online Access:http://www.journalofinequalitiesandapplications.com/content/2011/1/57
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author Liu Jinkui
Wang Shaoheng
author_facet Liu Jinkui
Wang Shaoheng
author_sort Liu Jinkui
collection DOAJ
description <p>Abstract</p> <p>In this paper, an efficient modified nonlinear conjugate gradient method for solving unconstrained optimization problems is proposed. An attractive property of the modified method is that the generated direction in each step is always descending without any line search. The global convergence result of the modified method is established under the general Wolfe line search condition. Numerical results show that the modified method is efficient and stationary by comparing with the well-known Polak-Ribi&#233;re-Polyak method, CG-DESCENT method and DSP-CG method using the unconstrained optimization problems from More and Garbow (ACM Trans Math Softw <b>7</b>, 17-41, 1981), so it can be widely used in scientific computation.</p> <p> <b>Mathematics Subject Classification (2010) </b>90C26 &#183; 65H10</p>
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spelling doaj.art-f5712249b09e4862abac3607379e594c2022-12-22T02:50:23ZengSpringerOpenJournal of Inequalities and Applications1025-58341029-242X2011-01-012011157Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimizationLiu JinkuiWang Shaoheng<p>Abstract</p> <p>In this paper, an efficient modified nonlinear conjugate gradient method for solving unconstrained optimization problems is proposed. An attractive property of the modified method is that the generated direction in each step is always descending without any line search. The global convergence result of the modified method is established under the general Wolfe line search condition. Numerical results show that the modified method is efficient and stationary by comparing with the well-known Polak-Ribi&#233;re-Polyak method, CG-DESCENT method and DSP-CG method using the unconstrained optimization problems from More and Garbow (ACM Trans Math Softw <b>7</b>, 17-41, 1981), so it can be widely used in scientific computation.</p> <p> <b>Mathematics Subject Classification (2010) </b>90C26 &#183; 65H10</p>http://www.journalofinequalitiesandapplications.com/content/2011/1/57
spellingShingle Liu Jinkui
Wang Shaoheng
Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
Journal of Inequalities and Applications
title Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
title_full Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
title_fullStr Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
title_full_unstemmed Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
title_short Modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
title_sort modified nonlinear conjugate gradient method with sufficient descent condition for unconstrained optimization
url http://www.journalofinequalitiesandapplications.com/content/2011/1/57
work_keys_str_mv AT liujinkui modifiednonlinearconjugategradientmethodwithsufficientdescentconditionforunconstrainedoptimization
AT wangshaoheng modifiednonlinearconjugategradientmethodwithsufficientdescentconditionforunconstrainedoptimization