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A sufficient descent Liu–Storey conjugate gradient method and its global convergence.
- Source :
- Optimization; Sep2015, Vol. 64 Issue 9, p1919-1934, 16p
- Publication Year :
- 2015
-
Abstract
- In this paper, a modified Liu–Storey conjugate gradient method is proposed. The method can generate sufficient descent directions for non-linear unconstrained optimization problems. A global convergence result is established when the line search fulfils the strong Wolfe conditions. Moreover, the-linear convergence rate of the methods is proved. The extensive numerical results show that the proposed method is efficient for the unconstrained optimization problems in the CUTEr library. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02331934
- Volume :
- 64
- Issue :
- 9
- Database :
- Complementary Index
- Journal :
- Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 103548028
- Full Text :
- https://doi.org/10.1080/02331934.2014.895903