کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641551 1341312 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A new Liu–Storey type nonlinear conjugate gradient method for unconstrained optimization problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A new Liu–Storey type nonlinear conjugate gradient method for unconstrained optimization problems
چکیده انگلیسی

Although the Liu–Storey (LS) nonlinear conjugate gradient method has a similar structure as the well-known Polak–Ribière–Polyak (PRP) and Hestenes–Stiefel (HS) methods, research about this method is very rare. In this paper, based on the memoryless BFGS quasi-Newton method, we propose a new LS type method, which converges globally for general functions with the Grippo–Lucidi line search. Moreover, we modify this new LS method such that the modified scheme is globally convergent for nonconvex minimization if the strong Wolfe line search is used. Numerical results are also reported.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 225, Issue 1, 1 March 2009, Pages 146–157
نویسندگان
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