A new algorithm of nonlinear conjugate gradient method with strong convergence

作者：Shi Zhen Jun^*; Guo Jinhua

来源：COMPUTATIONAL & APPLIED MATHEMATICS, 2008, 27(1): 93-106.

DOI：10.1590/s0101-82052008000100006

• unconstrained optimization
• nonlinear conjugate gradient method
• global convergence
• linear convergence rate

The nonlinear conjugate gradient method is a very useful technique for solving large scale minimization problems and has wide applications in many fields. In this paper, we present a new algorithm of nonlinear conjugate gradient method with strong convergence for unconstrained minimization problems. The new algorithm can generate an adequate trust region radius automatically at each iteration and has global convergence and linear convergence rate under some mild conditions. Numerical results show that the new algorithm is efficient in practical computation and superior to other similar methods in many situations.

• 出版日期2008
• 单位曲阜师范大学