Global Convergence of a Modified Liu-storey Conjugate Gradient Method

نویسندگان

  • Min LI
  • Yu CHEN
  • Ai-Ping QU
  • Min Li
  • Yu Chen
  • Ai-Ping Qu
چکیده

In this paper, we make a modification to the LS conjugate gradient method and propose a descent LS method. The method can generates sufficient descent direction for the objective function. We prove that the method is globally convergent with an Armijo-type line search. Moreover, under mild conditions, we show that the method is globally convergent if the Armijo line search or the Wolfe line search is used. The numerical results show that the proposed methods are efficient

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تاریخ انتشار 2012