Global Convergence of a Modified PRP Conjugate Gradient Method
Received:September 30, 2007  Revised:April 16, 2008
Key Word: unconstrained optimization   conjugate gradient method   global convergence.  
Fund ProjectL:Supported by the National Natural Science Foundation of China (Grant No.10761001).
Author NameAffiliation
Hai Dong HUANG College of Mathematics and Information Science, Guangxi University, Guangxi 530004, P. R. China 
Yan Jun LI College of Mathematics and Information Science, Guangxi University, Guangxi 530004, P. R. China 
Zeng Xin WEI College of Mathematics and Information Science, Guangxi University, Guangxi 530004, P. R. China 
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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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