Global convergence of the Polak-Ribière-Polyak conjugate gradient method with an Armijo-type inexact line search for nonconvex unconstrained optimization problems
نویسندگان
چکیده
منابع مشابه
Global convergence of the Polak-Ribière-Polyak conjugate gradient method with an Armijo-type inexact line search for nonconvex unconstrained optimization problems
We propose two algorithms for nonconvex unconstrained optimization problems that employ Polak-Ribière-Polyak conjugate gradient formula and new inexact line search techniques. We show that the new algorithms converge globally if the function to be minimized has Lipschitz continuous gradients. Preliminary numerical results show that the proposed methods for particularly chosen line search condit...
متن کاملAn Efficient Conjugate Gradient Algorithm for Unconstrained Optimization Problems
In this paper, an efficient conjugate gradient method for unconstrained optimization is introduced. Parameters of the method are obtained by solving an optimization problem, and using a variant of the modified secant condition. The new conjugate gradient parameter benefits from function information as well as gradient information in each iteration. The proposed method has global convergence und...
متن کاملAn eigenvalue study on the sufficient descent property of a modified Polak-Ribière-Polyak conjugate gradient method
Based on an eigenvalue analysis, a new proof for the sufficient descent property of the modified Polak-Ribière-Polyak conjugate gradient method proposed by Yu et al. is presented.
متن کاملA modified Polak-Ribière-Polyak conjugate gradient algorithm for unconstrained optimization
A modified Polak-Ribière-Polyak conjugate gradient algorithm which satisfies both the sufficient descent condition and the conjugacy condition is presented. These properties are independent of the line search. The algorithms use the standard Wolfe line search. Under standard assumptions we show the global convergence of the algorithm. Numerical comparisons with conjugate gradient algorithms usi...
متن کاملA modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
The conjugate gradient (CG) method is one of the most popular methods for solving smooth unconstrained optimization problems due to its simplicity and low memory requirement. However, the usage of CG methods are mainly restricted in solving smooth optimization problems so far. The purpose of this paper is to present efficient conjugate gradient-type methods to solve nonsmooth optimization probl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2008
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-08-02031-0