Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631537 | Applied Mathematics and Computation | 2011 | 10 Pages |
Abstract
In this paper, we make a modification to the Liu-Storey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is globally convergent with the strong Wolfe line search. The numerical results show that the proposed descent LS method is efficient for the unconstrained problems in the CUTEr library.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Min Li, Heying Feng,