A Conjugate Gradient Method for Unconstrained Optimization Problems. (30th November 2009)

• Record Type: Journal Article
• Authors: Yuan, Gonglin
• Other Names: Jebelean Petru Academic Editor.
• Is Part Of: International journal of mathematics and mathematical sciences. Volume 2009(2009)
• Publication Date: 2009-11-30
• Subjects: Mathematics -- Periodicals; 510.5
• DOI: 10.1155/2009/329623
• Languages: English
• ISSNs: 0161-1712

Abstract

Abstract : A hybrid method combining the FR conjugate gradient method and the WYL conjugate gradient method is proposed for unconstrained optimization problems. The presented method possesses the sufficient descent property under the strong Wolfe-Powell (SWP) line search rule relaxing the parameter σ < 1 . Under the suitable conditions, the global convergence with the SWP line search rule and the weak Wolfe-Powell (WWP) line search rule is established for nonconvex function. Numerical results show that this method is better than the FR method and the WYL method.