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A modified PRP conjugate gradient method
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DOI：10.1007/s10479-008-0420-4.png)
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摘要
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This paper gives a modified PRP method which possesses the global convergence of nonconvex function and the R-linear convergence rate of uniformly convex function. Furthermore, the presented method has sufficiently descent property and characteristic of automatically being in a trust region without carrying out any line search technique. Numerical results indicate that the new method is interesting for the given test problems.
Keyword:
Line search
Unconstrained optimization
Conjugate gradient method
Global convergence
R-linear convergence
期刊
IF:
4.5
论文数:
8.1K
被引数:
2.1W
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