| Global Convergence of a Modified PRP Conjugate Gradient Method |
| Received:September 30, 2007 Revised:April 16, 2008 |
| Key Words:
unconstrained optimization conjugate gradient method global convergence.
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| Fund Project:Supported by the National Natural Science Foundation of China (Grant No.10761001). |
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| Abstract: |
| In this paper, a modified formula for $\beta _k^{{\rm PRP}}$ is proposed for the conjugate gradient method of solving unconstrained optimization problems. The value of $\beta _k^{{\rm PRP}}$ keeps nonnegative independent of the line search. Under mild conditions, the global convergence of modified PRP method with the strong Wolfe-Powell line search is established. Preliminary numerical results show that the modified method is efficient. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2010.01.013 |
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