A hybrid conjugate gradient method for optimization problems

• 作者: Xiangrong Li Xupei Zhao
• 来源期刊: 自然科学期刊(英文)
• 学科: 数学
• 关键词: LINE SEARCH UNCONSTRAINED Optimization CONJUGATE GRADIENT Method Global CONVERGENCE
• 年，卷（期）: 2011,（1）
• 页码范围: 85-90
• 页数: 6页
• 分类号: O22

摘要

A hybrid method of the Polak-Ribière-Polyak (PRP) method and the Wei-Yao-Liu (WYL) method is proposed for unconstrained optimization pro- blems, which possesses the following properties: i) This method inherits an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening;ii) The scalar holds automatically;iii) The global convergence with some line search rule is established for nonconvex functions. Numerical results show that the method is effective for the test problems.