Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4629547 | Applied Mathematics and Computation | 2012 | 12 Pages |
Abstract
In this paper, we consider the Polak–Ribière (or Polak–Ribière plus) conjugate gradient method for solving optimality condition of an unconstrained minimization problem. We give two new steplength rules only using gradient, and under gradient-Lipschitz assumption prove this method’s global convergence correspondingly. Then, we develop a practical Polak–Ribière plus method whose steplength is located by one inequality only using gradient, and report promising numerical results on high accuracy solution for some standard test problems when compared to the state-of-art methods in this research direction. Importantly, our work provides a new idea of devising a practical version of the celebrated Polak–Ribière (or Polak–Ribière plus) method.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yunda Dong,