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A modified CG-DESCENT method for unconstrained optimization
- Source :
-
Journal of Computational & Applied Mathematics . Apr2011, Vol. 235 Issue 11, p3332-3341. 10p. - Publication Year :
- 2011
-
Abstract
- Abstract: Recently, Hager and Zhang (2005) proposed a new conjugate gradient method which generates sufficient descent direction , this property is independent of the line search used. In this paper, we take a modification of this method, such that the sufficient descent direction satisfies , this property is also independent of the line search used. Under appropriate conditions, we prove that the proposed method is globally convergent. Moreover, we give a sufficient condition for the global convergence of the proposed general method. The numerical results show that the proposed method is efficient. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 03770427
- Volume :
- 235
- Issue :
- 11
- Database :
- Academic Search Index
- Journal :
- Journal of Computational & Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 59774240
- Full Text :
- https://doi.org/10.1016/j.cam.2011.01.046