Global Convergence of a Spectral Conjugate Gradient Method for Unconstrained Optimization

作者：Liu, Jinkui^*; Jiang, Youyi

来源：Abstract and Applied Analysis, 2012, 758287.

DOI：10.1155/2012/758287

• LINE SEARCH
• MINIMIZATION

A new nonlinear spectral conjugate descent method for solving unconstrained optimization problems is proposed on the basis of the CD method and the spectral conjugate gradient method. For any line search, the new method satisfies the sufficient descent condition g(T)(k)d(k) < - vertical bar vertical bar g(k)vertical bar vertical bar(2). Moreover, we prove that the new method is globally convergent under the strongWolfe line search. The numerical results show that the new method is more effective for the given test problems from the CUTE test problem library (Bongartz et al., 1995) in contrast to the famous CD method, FR method, and PRP method.

• 出版日期2012
• 单位重庆三峡学院