A modified Liu-Storey conjugate gradient method and its global convergence for unconstrained optimization

Author

Duan, Fujian ; Sun, Zhongbo

Author_Institution

Dept. of Comput. Sci. & Math., Guilin Univ. of Electron. Technol., Guilin, China

fYear

2010

fDate

26-28 May 2010

Firstpage

1585

Lastpage

1588

Abstract

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.

Keywords

conjugate gradient methods; convergence of numerical methods; optimisation; Liu-Storey conjugate gradient method; descent conjugate gradient method; descent search direction; unconstrained optimization problems; Algorithm design and analysis; Convergence; Educational institutions; Electronic mail; Equations; Gradient methods; Mathematics; Minimization methods; Optimization methods; Power engineering and energy; conjugate gradient method; sufficient descent direction; unconstrained optimization problems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference (CCDC), 2010 Chinese

Conference_Location

Xuzhou

Print_ISBN

978-1-4244-5181-4

Electronic_ISBN

978-1-4244-5182-1

Type

conf

DOI

10.1109/CCDC.2010.5498291

Filename

5498291