A descent extension of the Polak-Ribiere-Polyak conjugate gradient method

作者：Babaie Kafaki Saman^*; Ghanbari Reza

来源：Computers & Mathematics with Applications, 2014, 68(12): 2005-2011.

DOI：10.1016/j.camwa.2014.09.019

• Unconstrained optimization
• Large-scale optimization
• Conjugate gradient method
• Descent condition
• Eigenvalue

Based on an eigenvalue analysis, a descent class of two-parameter extension of the conjugate gradient method proposed by Polak and Ribiere (1969), and Polyak (1969) is suggested. It is interesting that the one-parameter class of descent conjugate gradient methods proposed by Yu etal. (2008) is a member of the suggested class. Global convergence analysis for the methods of the suggested class is made briefly. Preliminary numerical results are reported; they demonstrate proper choices for the parameters of the suggested class of the conjugate gradient methods that may lead to a promising computational performance.

• 出版日期2014-12