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A modified Polak–Ribi‘ e re–Polyak descent method for unconstrained optimization.
- Source :
- Optimization Methods & Software; Feb2014, Vol. 29 Issue 1, p177-188, 12p
- Publication Year :
- 2014
-
Abstract
- In this paper, a modified Polak–Ribi‘ere–Polyak (MPRP) conjugate gradient method for smooth unconstrained optimization is proposed. This method produces at each iteration a descent direction, and this property is independent of the line search adopted. Under standard assumptions, we prove that the MPRP method using strong Wolfe conditions is globally convergent. The results of computational experiments are reported and show the effectiveness of the proposed method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 29
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 91668257
- Full Text :
- https://doi.org/10.1080/10556788.2012.755182