Article ID Journal Published Year Pages File Type
4636118 Applied Mathematics and Computation 2006 9 Pages PDF
Abstract

In this paper, we develop a new nonmonotone line search for PRP conjugate gradient method (Polak–Ribiére–Polyak) for minimizing functions having Lipschitz continuous partial derivatives. The nonmonotone line search can guarantee the global convergence of original PRP method under some mild conditions. Numerical experiments show that PRP method with the new nonmonotone line search is available and efficient in practical computation.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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