A modified Wei-Yao-Liu conjugate gradient method for unconstrained optimization

作者：Huang, Hai^*; Lin, Suihua

来源：Applied Mathematics and Computation, 2014, 231: 179-186.

DOI：10.1016/j.amc.2014.01.012

• Unconstrained optimization
• Conjugate gradient method
• Sufficient descent condition
• Global convergence

In this paper, we give a modified Wei-Yao-Liu conjugate gradient method (Wei et al., 2006 [18]), which will reduce to the original Wei-Yao-Liu method, and possess the sufficient descent property without any line search. Furthermore, we prove that the presented method is globally convergent for nonconvex functions with the weak Wolfe-Powell line search. In a similar way, we also extend these results to the modified Liu-Storey method. Preliminary numerical results show that the proposed methods are effective for the given test problems.

• 出版日期2014-3-15
• 单位广西民族师范学院