On the convergence properties of the modified Polak--Ribiere--Polyak method with the standard Armijo line search
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...
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Using search directions of a recent class of three--term conjugate gradient methods, modified versions of the Hestenes-Stiefel and Polak-Ribiere-Polyak methods are proposed which satisfy the sufficient descent condition. The methods are shown to be globally convergent when the line search fulfills the (strong) Wolfe conditions. Numerical experiments are done on a set of CUTEr unconstrained opti...
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ژورنال
عنوان ژورنال: ANZIAM Journal
سال: 2014
ISSN: 1445-8810
DOI: 10.21914/anziamj.v55i0.7098