A Modified Liu-Storey Conjugate Gradient Method and Its Global Convergence for Unconstrained Optimization

摘要：

In this paper, a sufficient descent conjugate gradient method is proposed for solving unconstrained optimization problems and a new sufficient descent search direction is proposed. Similarly, this method can be generalized to other classical conjugate gradient methods. The theoretical analysis shows that the algorithm is global convergence under some suitable conditions. Numerical results show that this new modified algorithm is effective in unconstrained optimization problems.

关键词： conjugate gradient method sufficient descent direction unconstrained optimization problems

作者: Fujian Duan Zhongbo Sun

作者单位: Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Gui Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Gui

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 1585-1588

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）