A short note on the global convergence of the unmodified PRP method

作者：Zhou, Weijun^*

来源：Optimization Letters, 2013, 7(6): 1367-1372.

DOI：10.1007/s11590-012-0511-7

• The PRP method
• Global convergence
• Backtracking line search

To guarantee global convergence of the standard (unmodified) PRP nonlinear conjugate gradient method for unconstrained optimization, the exact line search or some Armijo type line searches which force the PRP method to generate descent directions have been adopted. In this short note, we propose a non-descent PRP method in another way. We prove that the unmodified PRP method converges globally even for nonconvex minimization by the use of an approximate descent inexact line search.

• 出版日期2013-8
• 单位长沙理工大学