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A sufficient descent LS conjugate gradient method for unconstrained optimization problems |
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| Authors: | Min Li Heying Feng |
| Institution: | a Department of Mathematics and Applied Mathematics, Huaihua University, Huaihua, Hunan 418008, PR China b School of Energy and Power Engineering, Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China |
| Abstract: | In this paper, we make a modification to the Liu-Storey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is globally convergent with the strong Wolfe line search. The numerical results show that the proposed descent LS method is efficient for the unconstrained problems in the CUTEr library. |
| Keywords: | Conjugate gradient method Sufficient descent property Global convergence Liu-Storey method Strong Wolfe line search |
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