A New Conjugate Gradient Algorithm with Sufficient Descent Property for Unconstrained Optimization

作者:Wu XiaoPing*; Liu LiYing; Xie FengJie; Li YongFei
来源:Mathematical Problems in Engineering, 2015, 2015: 352524.
DOI:10.1155/2015/352524

摘要

A new nonlinear conjugate gradient formula, which satisfies the sufficient descent condition, for solving unconstrained optimization problem is proposed. The global convergence of the algorithm is established under weak Wolfe line search. Some numerical experiments show that this new WWPNPRP+ algorithm is competitive to the SWPPRP+ algorithm, the SWPHS+ algorithm, and the WWPDYHS+ algorithm.