Article ID Journal Published Year Pages File Type
1708768 Applied Mathematics Letters 2011 7 Pages PDF
Abstract

In this paper, a new spectral PRP conjugate gradient algorithm has been developed for solving unconstrained optimization problems, where the search direction was a kind of combination of the gradient and the obtained direction, and the steplength was obtained by the Wolfe-type inexact line search. It was proved that the search direction at each iteration is a descent direction of objective function. Under mild conditions, we have established the global convergence theorem of the proposed method. Numerical results showed that the algorithm is promising, particularly, compared with the existing several main methods.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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