A modified SLP algorithm and its global convergence

Modified frame algorithm and its convergence acceleration by Chebyshev method

The aim of this paper is to improve the convergence rate of frame algorithm based on Richardson iteration and Chebyshev methods. Based on Richardson iteration method, we first square the existing convergence rate of frame algorithm which in turn the number of iterations would be bisected and increased speed of convergence is achieved. Afterward, by using Chebyshev polynomials, we improve this s...

On the global convergence of an SLP-filter algorithm that takes EQP steps

A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence

In this paper, we propose a modified Polak–Ribière–Polyak (PRP) conjugate gradient method. An attractive property of the proposed method is that the direction generated by the method is always a descent direction for the objective function. This property is independent of the line search used. Moreover, if exact line search is used, the method reduces to the ordinary PRP method. Under appropria...

Global Convergence of a New Nonmonotone Algorithm

Abstract: In this study, we study the application of a kind of nonmonotone line search in BFGS algorithm for solving unconstrained optimization problems. This nonmonotone line search is belongs to Armijo-type line searches and when the step size is being computed at each iteration, the initial test step size can be adjusted according to the characteristics of objective functions. The global con...

A modified gradient-based neuro-fuzzy learning algorithm and its convergence

Article history: Received 23 September 2008 Received in revised form 28 December 2009 Accepted 29 December 2009