| A Globally Convergent Polak-Ribiere-Polyak Conjugate Gradient Method with Armijo-Type Line Search |
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| 引用本文： | Gaohang Yu,Lutai Guan and Zengxin Wei Department of Scientific Computation and Computer Applications,Sun Yat-Sen University,Guangzhou 510275,China. College of Mathematics and Information Science,Guangxi University,Nanning 530004,China.. A Globally Convergent Polak-Ribiere-Polyak Conjugate Gradient Method with Armijo-Type Line Search[J]. 高等学校计算数学学报(英文版), 2006, 0(4) |
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| 作者姓名： | Gaohang Yu Lutai Guan and Zengxin Wei Department of Scientific Computation and Computer Applications Sun Yat-Sen University Guangzhou 510275 China. College of Mathematics and Information Science Guangxi University Nanning 530004 China. |
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| 作者单位： | Gaohang Yu，Lutai Guan and Zengxin Wei Department of Scientific Computation and Computer Applications，Sun Yat-Sen University，Guangzhou 510275，China. College of Mathematics and Information Science，Guangxi University，Nanning 530004，China. |
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| 基金项目： | This work is supported by the Chinese NSF grants 60475042 Guangxi NSF grants 0542043the Foundation of Advanced Research Center of Zhongshan University and Hong Kong |
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| 摘 要： | In this paper, we propose a globally convergent Polak-Ribiere-Polyak (PRP) conjugate gradient method for nonconvex minimization of differentiable functions by employing an Armijo-type line search which is simpler and less demanding than those defined in [4,10]. A favorite property of this method is that we can choose the initial stepsize as the one-dimensional minimizer of a quadratic modelΦ(t):= f(xk) tgkTdk (1/2) t2dkTQkdk, where Qk is a positive definite matrix that carries some second order information of the objective function f. So, this line search may make the stepsize tk more easily accepted. Preliminary numerical results show that this method is efficient.
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A Globally Convergent Polak-Ribiere-Polyak Conjugate Gradient Method with Armijo-Type Line Search |
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| Gaohang Yu,Lutai Guan and Zengxin Wei. A Globally Convergent Polak-Ribiere-Polyak Conjugate Gradient Method with Armijo-Type Line Search[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 2006, 0(4) |
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| Authors: | Gaohang Yu Lutai Guan Zengxin Wei |
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| Affiliation: | Gaohang Yu,Lutai Guan and Zengxin Wei Department of Scientific Computation and Computer Applications,Sun Yat-Sen University,Guangzhou 510275,China. College of Mathematics and Information Science,Guangxi University,Nanning 530004,China. |
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| Abstract: | |
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| Keywords: | Unconstrained optimization: conjugate gradient method nonconvex minimization global convergence. |
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