Global Convergence of a Modified Spectral Conjugate Gradient Method

[摘要] A modified spectral PRP conjugate gradient method is presentedfor solving unconstrained optimization problems. The constructed search directionis proved to be a sufficiently descent direction of the objective function. With anArmijo-type line search to determinate the step length, a new spectral PRP conjugatealgorithm is developed. Under some mild conditions, the theory of global convergence is established. Numerical results demonstrate that this algorithm is promising,particularly, compared with the existing similar ones.

[学科分类] 应用数学