A short note on the global convergence of the unmodified PRP method |
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Authors: | Weijun Zhou |
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Institution: | 1. Department of Mathematics, Changsha University of Science and Technology, Changsha, 410004, China
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Abstract: | 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. |
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