Title :
Global convergence of a modified conjugate gradient method
Author :
Can Li ; Ling Fang ; Peng Lu
Author_Institution :
Coll. of Math., Honghe Univ., Mengzi, China
Abstract :
In this paper, we are concerned with the conjugate gradient methods for solving unconstrained optimization problems. A modified conjugate gradient method is proposed in this paper for unconstrained optimization problems. The direction of the proposed method provides a descent direction for the objective function. Under mild conditions, we prove that the method with strong Wolfe line search is globally convergent.
Keywords :
conjugate gradient methods; convergence; optimisation; search problems; descent direction; global convergence; modified conjugate gradient method; objective function; strong Wolfe line search; unconstrained optimization problems; Abstracts; Convergence; Unconstrained optimization problem; conjugate gradient method; global convergence; strong Wolfe line search;
Conference_Titel :
Wavelet Active Media Technology and Information Processing (ICWAMTIP), 2012 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4673-1684-2
DOI :
10.1109/ICWAMTIP.2012.6413444