| Global Convergence of a Modified Spectral CD Conjugate Gradient Method |
| Received:May 12, 2009 Revised:December 08, 2009 |
| Key Words:
unconstrained optimization conjugate gradient method armijo-type line search global convergence.
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| Fund Project:Supported by the Key Project of 2010 Chongqing Higher Education Teaching Reform (Grant No.102104). |
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| Abstract: |
| In this paper, we present a new nonlinear modified spectral CD conjugate gradient method for solving large scale unconstrained optimization problems. The direction generated by the method is a descent direction for the objective function, and this property depends neither on the line search rule, nor on the convexity of the objective function. Moreover, the modified method reduces to the standard CD method if line search is exact. Under some mild conditions, we prove that the modified method with line search is globally convergent even if the objective function is nonconvex. Preliminary numerical results show that the proposed method is very promising. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2011.02.009 |
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