A New Hybrid PRP-DY Conjugate Gradient Method
Conjugate gradient method is one of the most useful methods for solving unconstrained optimization problem. In this paper, we propose a hybrid conjugate gradient method for unconstrained optimization based on the Polak-Ribiere-Polyak and Dai-Yuan conjugate gradient Algorithms. By searching a particular direction, the new algorithm satisfies the sufficient descent condition naturally and satisfies the conjugacy condition. Furthemore under the Wolfe line search conditions, we prove that the new method can support the global convergence. The initial numerical experiments show that the new algorithm is efficient.
Unconstrained optimization Conjugate gradient method Wolfe line search Global convergence
Junli Dong Baocong Jiao
School of Mathematical Sciences,Capital Normal University Beijing,100048,China
国际会议
黄山
英文
70-74
2010-05-28（万方平台首次上网日期，不代表论文的发表时间）