A sufficient descent LS conjugate gradient method for unconstrained optimization problems

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• 作者：Min  ; Li^a ;   ; ^{liminmath@hotmail.com} ; Heying  ; Feng^b
• 关键词：Conjugate gradient method ; Sufficient descent property ; Global convergence ; Liu&ndash ; Storey method ; Strong Wolfe line search
• 刊名：Applied Mathematics and Computation
• 出版年：2011
• 出版时间：1 November 2011
• 年：2011
• 卷：218
• 期：5
• 页码：1577-1586
• 全文大小：307 K

文摘

In this paper, we make a modification to the Liu¨CStorey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is globally convergent with the strong Wolfe line search. The numerical results show that the proposed descent LS method is efficient for the unconstrained problems in the CUTEr library.