A Modified Conjugate Gradient Method with Global Convergence Property
Received:December 31, 2006  Revised:November 22, 2007
Key Word: unconstrained optimization   conjugate gradient method   Wolfe-Powell line search   global convergence.  
Fund ProjectL:the National Natural Science Foundation of China (No.10761001); the Natural Science Foundation of Guangxi Province (No.0542043).
Author NameAffiliation
HONG Ling College of Mathematics & Information Science, Guangxi University, Guangxi 530004, China 
MO Li Liu College of Mathematics & Information Science, Guangxi University, Guangxi 530004, China 
WEI Zeng Xin College of Mathematics & Information Science, Guangxi University, Guangxi 530004, China 
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Abstract:
      A new conjugate gradient method is proposed in this paper. For any (inexact) line search, our scheme satifies the sufficient descent property. The method is proved to be globally convergent if the restricted Wolfe-Powell line search is used. Preliminary numerical result shows that it is efficient.
Citation:
DOI:10.3770/j.issn:1000-341X.2009.01.009
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